Yes, it is possible, what you need to do is to hide the OOB button and add your custom button. You can refer the below code and add it on your Multi Step form Step,
$(document).ready(function () {
const nextBtn = $("#NextButton");
if (nextBtn.length > 0 && !nextBtn.data("custom-handler-attached")) {
nextBtn.data("custom-handler-attached", true);
nextBtn.hide();
const buttonWrapper = $("<div>")
.attr("id", "customButtonWrapper")
.css({
display: "flex",
justifyContent: "space-between",
alignItems: "center",
width: "100%",
marginTop: "20px"
});
const customBtn = $("<button>")
.attr("id", "CustomNextButton")
.addClass("btn btn-primary")
.text("My Custom Button");
buttonWrapper.append(customBtn);
nextBtn.after(buttonWrapper);
$("#CustomNextButton").on("click", function (e) {
e.preventDefault();
//Add your Popup logic here
//Add this code to move to next step
nextBtn[0].click();
});
}
});