Yes, but there are display size limits depending on how many. I just tested this by adding a second external display to my dock, and had all three visible. My main external is a 4k display, and the one I added was an HDMI 1080P display connected with an HDMI to MiniDV dongle. And of course, the Surface Pro display was still active.
I highly recommend the Surface Dock for this. I have two 2k screens attached at 60Hz with the SP screen also active and it's totally plug and play. That's at work. I also have three external displays connected to an SP3 dock at home along with the device screen and it works great.