Can we wear more than one outfit during our engagement session?

Yes, you may have an outfit change during your engagement session but I recommend 

letting your photographer know your plans in advance if possible.

Keep in mind your location might not have facilities to change in (you may have to do an outfit change in your car) and that wardrobe swaps contribute towards your photography time. Fast-change outfits that you can slip on or off of other clothes is best!