Yes, before it is picked up. In the portal, open the shipment and press Request cancellation. The window shows the cancellation charge if cancelled now (free inside the carrier's free cancellation window). Enter why and confirm.
The carrier sees the request on the job and approves it (the shipment is cancelled and the customer is emailed the charge and any credit note) or declines it with a message, which is emailed too. After pickup, the customer contacts the carrier.