Sure can!
It's in the owner's manual but yes - you can move the gear selector to manual at any speed and the trans will stay in the same gear you were in. Then you can shift manually to any other gear you desire. I've used it, but the trans generally does a better job shifting than I do. The trans will shift down on grades when in tow/haul mode and use the engine to help with braking - assuming you're not in manual mode. It works very well under most conditions. There is no exhaust brake on the 7.5 through 10 models unless you have a tuner that provides the feature.
08 Chev 2500HD LT CCSB D/A 4X4