Yes, absolutely! You need to activate the GDPR consent forms and then add a form to your site.
I'd explain it to you but this guide does a really good job:
If you need any help do let me know!
You need to be careful here - you can't just plop a form on your site any longer. Embedded forms are not compatible with Mailchimp's GDPR forms. You need to either send the customer off site to the hosted Mailchimp form, or use certain types of pop-ups. As the previous poster said, be sure to read this post in its entirety: https://mailchimp.com/help/collect-consent-with-gdpr-forms/