Yes: connecting the positive output to the negative output through a low-resistance wire or a low-resistance ammeter means that, at any current within the range of the supply, the voltage across the outputs will remain very close to zero, and you can set the current through that wire to the value you want. When you remove the wire, the output voltage will be the voltage you set and can be measured with a voltmeter.
For sake of discussion, set the current to 0.1 A and the voltage to 5 V.
If you connect a variable (high-power) resistor to the output after that and measure the voltage and current across and through it, at low resistance (R < 50 ohms for this example), the current is 0.1 A, and the voltage is that current times the resistance R. For R > 50 ohms, the circuit "crosses over" to voltage control and the voltage will be 5 V, and the current through it will be 5 V divided by the resistance R.
In general, for ideal sources, shorting a current source and open-circuiting a voltage source are good, safe things. If you open-circuit an ideal current source, the voltage goes infinite (bad thing), but for a practical case the voltage goes to the compliance limit, which might be dangerously high.