Yes that is possible. If the deeplink needs the user to login the user will first be presented by a login screen.
Do note this part of the documentation:
LoginLocation - If a user session is required this constant defines the loginpage where the user is supposed to enter the login credentials. This property is useful in single-sign-on environments. If empty, the default Mendix built-in login page is used. If not empty, it is assumed that after login, the user will be redirected to the deeplink again. For this reason the provided url is appended with the original deeplink. For example: 'https://mxid.mendix.com/login?a=MyApp&f=true&cont=' or '../sso/login?f=true&cont='