Technically, there is no rule which does not allow you to travel to the UK while an application for entry clearance is with the Home Office. In practice, there may be some difficulties. First of all, you may have to submit your passport with the application. Some Visa Application Centres offer to return your passport as an additional service provided for an extra fee. But this service is not always available. If you have two passports you can travel on the second passport. You will still have to return to the country where you applied for entry clearance to collect your visa and then travel back to the UK to activate the visa. Your visa consultant will guide you on the process.