You can totally do that. Under flight plan you can enter altitude restrictions and paste it on the right side onto a waypoint. Similarly, on the direct-to page you can enter an altitude and go direct laterally and vertically, basically.
You should check out the CJ4 operating manual. It’s described in there: https://flightsimulator.azureedge.net/wp-content/uploads/2023/02/Cessna-Citation-CJ4-User-Guide-v1.pdf