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Yes. I imagine most Catholics would encourage you to study it. The first step I'd argue is to pick up the Bible. They have them all over in stores, not to mention online. For Catholicism in particular, I would suggest going for the "approved" translations:
You could likewise attend mass if you wanted to. When people start going up for communion, you can just remain seated.
I would imagine a good amount of priests/deacons would be willing to talk to you about it as well if you set up a time with them. (That of course varies person to person though.)
You don't need to be religious to study any religion.