yes, if the object was native of Bryce (like, a bryce cube, bryce tree, etc). But if the Bryce object, was not native of Bryce, i.e. it was created in another application and imported in Bryce, then when you select it you will see a tine "E" icon. Click on it, the "edit mesh" appears. Now, with the edit mesh open, type Ctrl+D. An export dialogue will open, letting you save the object as 3DS, OBJ, COB, DXF, LWS, and more. Orio