They can. And they can do it from these areas:
Transactional emails (in the email's footer)
Marketing emails (also in the footer)
All SMS at once (by replying to the text with 'stop.' This will stop both transactional and marketing SMS.
If your customer is interested in just Transactional SMS but not Marketing SMS, navigate to their profile to click the x next to Marketing SMS (see this article).
Here's what they'll see in emails.
A Transactional email's footer.
A Marketing email's footer.
What do Transactional and Marketing emails include?
Transactional emails include class and appointment confirmations, cancelations, receipts, etc.
Marketing emails include anything sent from Sequences, Leads, or One-off Messages via the marketing suite.
Transactional SMS includes anything like a reminder or confirmation sent via SMS.
Marketing SMS includes anything sent through the marketing suite that happens to be a text.