I do it all the time but do not push the transmit botton. You may hurt the CB radio. I had a guy tell me you don't ned a headset the talk but I', not buying that. He said that you can talk thru the seakers.
You can not talk through the speakers. You also won't hurt anything by pushing transmit without a mic attached. The only way you can hurt the transmitter is by pushing transmit without an antenna attached.