Absolutely!
If the claim set includes a patentable method claim, it is a best practice to also include a claim such as:
A computer program comprising instructions for implementing a method of claim <…>.
This way, the European software patent not only covers actors that actually execute the method (which are sometimes your customers), but also competitors who offer the patented software only for download. Note that there is no need for a “non-transitory computer-readable medium” or the like, as in the US.