It depends a bit on what you mean by "combining" them. The sense in which most of the replies take it is using cross-class skills from one class while playing another. But beyond that, you can certainly play as many classes as you like with the same character and alternate between playing one for a while and playing a different one another time.

In fact, it's rather useful to have a tank, a DPS, and a healer class all available to switch between when your FC is trying to put a group together and may need one or another depending on who else is there. In most games, that's done by having several characters to alternate between, but in this one where we're allowed to level all the classes, it's more often done by pursuing several quite different classes with the same character.