Yes.
Voltage is relative. You get to choose what is "0". The supply is intended for +15, 0, -15 and there may be a strap form 0 to earth (green wire). You can connect -15 to earth and get 30,15,0 or connect +15 to ground and get 0, -15, -30.
What are the pros and cons of having separate lines all the way from the transformer till the outputs on my bench power supply rather than splitting them at the regulating transistors?