If you mean creating your own campaign that you can run solo, then no. There are a few key things that can't be done without a GM. Things like transitioning from one level to another or between vignettes, deactivating/activating encounters, rolling for tests, etc.
If you mean you just want to test a couple of the levels, then you can always possess an NPC, but that might make combat weird as you end up controlling all the NPCs on both sides of the combat.
From what I've been able to do in SP, you can load the game twice (or 4 times for a full party) and get each instance of the game to join your campaign via LAN. The additional game instances will join as 'debug' accounts. If you then ready up each instance and launch the campaign as the GM, you should be able to go through character creation for each instance of the game (that's how it's worked for SP for me but haven't tested it in GM mode). That way you can experience some of the areas as an actual player.
Technically, you'll still have the GM and you'll still have players, but you can just alt-tab to the GM screen when you need to transition between levels/do stuff on the fly.
If you're looking to actually play through a campaign on your own though, it'll probably be a bit dull. GM Mode is definitely intended to have GM and player interaction or you're left with kind of hollow NPCs that either do nothing or allow trade. If you're telling your story through vignettes/map screens, you'll need the GM instance loaded to make those work.
If you speak to some of the guys using the Divinity 2 Editor, they might have info on whether or not you can add auto transitions between levels by clicking on doors, etc. I've not used it yet but it sounds like that's what you'd want to use if you're trying to create a single-player, non-GM'd campaign.
Hope that helps!
