Yes. The approved activities for Cambridge Nationals in Sport can be found here.
The list applies to the activities for unit R052: Developing Sports Skills and Unit R056: Developing Knowledge and skills in outdoor activities:
R052: Developing sports skills
Learners can be assessed in different sports for each of the Learning Outcomes (LOs) and the team sport in LO2 cannot be a team derivative of the individual sport assessed in LO1. For example, you may not take both tennis and tennis doubles or team dance and individual dance.
Learners may use an activity from either LO1 or LO2 in the assessments of LO3 and LO4 or they can use different activities for either or both LO3 and LO4.
Learners need only be assessed in one discipline/position for their chosen sports. For example, long jump in athletics, or scrum half in rugby or goalkeeper in football.
R056: Developing knowledge and skills in outdoor activities
Whilst there is no issue with you introducing some of these activities on the list to students through the use of indoor facilities, you must make sure they complete the activity in its full outdoor setting, e.g. just doing indoor climbing is not permitted.