Yes you can either fork the Github repository and customize it that way, or if you prefer customizing it with the Discourse admin interface you can create an additional local theme component (so for example you’d have the remote version of custom header links installed from Github, and then you can create a local “custom header links edits” component and add that as well).
If you’re willing to learn a little bit of git, forking is probably the best way to go about it because you get all the benefits of source control and have all the Github features available to merge your changes with upstream updates.