Shortly : yes
But, best is if you can temporarily root device and apply sdcard fix from google play store. Then unroot.
Another best way is to store iso, img, bin and cue files on sdcard and installation files on internal storage. These files dont need write access.
Since Kitkat google blocks writing to sdcard. In lollipop they added support (SAF – Storage access framework) for writing to sdcard, but honestly…this the worst, slowest, buggiest and incomplete framework for working with files what I ever seen. Files are not accessed directly, but each write attempt is verified against security. Several standard c++ function were not implemented in SAF and was necessary to write slow emulated version.
Edit : And to original question of previous author. I work on feature which allows to save mDosbox configs to sdcard. Now I am stuck on saving save states to sdcard. But I think this year it can be done 🙂