Yes! You can do so during the first step, Review, of the SafeSend Returns process.
In the above image on the Review step, #1 is the Download Tax Documents button.
Depending on the web browser that is used, you may receive a popup notification where you can select the documents.
In any case, the files will be available in your 'Downloads' folder as a .ZIP file. To view the documents within the .ZIP file, simply right-click the folder and select 'Extract All'.
The documents are now saved to your PC and can be reviewed and printed.