Yes, it is possible to combine curves in Curve Pilot via Preview Combined Curves.
You can select an "Automatic Press" curve, a "Single Curve Press" curve, an "Automatic Plate Making" curve, and a "Plate Processing Simulation" curve. After selecting these curves, you can see the effect of the combined curves. You also would get the compensation values.
But with this tool, it is not possible to make changes or save the curves. This tool is only to see the effect it will give with certain curves. If you want to make changes or save the curves, you'll have to go back to the main menu of Curve Pilot, and edit/save each curve or strategy individually.