As an independent author you can do what you wish. The only restriction is if you are in the Amazon KDP select program then you have promised Amazon exclusive use for a cut of the Kindle Select pie. I also distribute my books on all the other platforms, and for my free sci-fi book host it direct on my web site and on my Ko-Fi shop (the 'buy-me-a-coffee' site). Selling directly and collecting money requires a bit too much work but technically you could do it.