Yes, you can.
If you want to use your own lead capture pages that are not the ones that you get with the funnel you can do that.
All the follow up will have to be done by you tho, so make sure that when a subscriber is added to your email auto responder that you have some emails to send them that you wrote.
The DIRECT TO ACTIVATION page link can be found inside your Funnel x ROI members area here:
You should only use the DIRECT TO ACTIVATION page if you are promoting to your own subscriber link, keep in mind that ANY VISITORS you send to this link will not be added to your email list since this is NOT connected to your auto responder.
You can set your "thank you page" after your subscribers opt in on your own lead capture page to this link.