Yes, you can create a thank you page on your site. In the course settings (in the "Information" tab), click on the "Product Page" field . If you insert a link to the page in this field, the user will be redirected to that page after making a purchase.
Please note that if you insert a link to a thank you page in the “Product page” field, you need to manually add a link to the lesson list to that page, so that the student could immediately return to the course.