In free roam, yes. You may need to activate 'off the rails' mode to do it. In real life it's more complicated. The Class 484 can absolutely drive on third rail routes in real life (and were driven on the mainland during testing). The 483 technically could, but with limited safety systems couldn't go very far. The 1972 and 1938 stock probably could not run on the third rail network, however, as there would not be a return rail for them. The Standard Stock, 38 and D78 stock were all modified when moved to the Isle of Wight to not need that return rail, but can still run on track with a fourth rail. It is something done all the time, with 378s sharing track with the Bakerloo Line and South Western Railway formerly running on part of the District Line, among other examples.
Should be able to in off the rails mode but I suspect you'll need to put pantograph up or shoes down to get power depending where you use.
