Yes. You can set the frequency (in minutes) with which Final Draft will automatically save your open scripts. You can also have the program prompt you before autosaving. This gives you the choice to not save something if you're not sure you want to save at that point.
Windows: Go to Tools > Options and in the General tab you will see the Auto-Save settings.
Mac: Go to the Final Draft menu at the upper left and choose Preferences. Click on the Auto-Save / Backup tab and you will see the Auto-Save settings.