The short answer is, yes. If you do choose to use it outdoors, however, there are several different things that you need to keep in mind. Firstly, you should make sure that you have an adequate power supply outside for your sauna to hook up to.
Secondly, you need to be sure that you have the proper amount of space for your sauna to fit into outdoors. Finally, make sure that the sauna is up to local building codes and will stand up to whatever types of weather you are likely to encounter in your area. You may want to put an awning overtop of your sauna to keep out the worst of the weather.