Yes. Go to File > New from Template. Select Scripts and in this section you will see several stageplay templates. Double-click that to open a new play script.
There are several accepted formats for stageplays. If you are going to submit your play, you may want to contact the producer to see which format is required. Plays written with Final Draft's stageplay formats might not look the same as play scripts found in books after the play has been produced but are completely acceptable for stageplays in production.