Is it possible to transfer from an exchange to an independent wallet? (new to this)

So, yeah, pretty much the question in the title. So I’m pretty familiar with trading stocks, but looking to diversify and maybe get in at a low price point. Seems like the bottom is sort of in here.

Anyway, if I buy using an exchange like coinbase is it possible (and reasonably easy for a non-tech person) to move Bitcoin from the exchange to a private wallet? Like if you buy GLD, sure, you (in theory) own physical gold but it’s rare to impossible show up and take your share home. How does this work with BC?

Honestly the only thing that’s kept me from getting in way earlier was the tech literacy barrier. But perhaps it’s become easy enough now and you guys have some insight.