The simple answer is YES !
Where you see the station listings put a tick in each station that you wish to compare for a particular single pollutant or several pollutants. If several pollutants are selected however, it may prove difficult to identify any trends etc as the chart present may appear "busy".
If a particular pollutant is not measured at one (or more) of the selected stations for example, the system will notify you of this fact in RED text at the top of the chart frame. The available data from the other stations and pollutants will then be presented as normal in the chart body. Please see example above.