Yes you can. Let's say you have a class you want to add to a certain student. Then use the add command (in the change action of the student) to add that class to the student class reference. Do not use set because otherwise you remove all the other references to the other classes.
Same if you want to add a student to a class. Just use the add command to add that student to the list.
Regards,
Ronald
[EDIT]
If you are on a form you can use the reference set selector. This will add classes to the user.