It depends. If you can find a good one, by all means, but don’t attend just any Bible study. There are a number of reasons to be cautious.
Many “non-denominational” Bible studies attack Catholic beliefs. Unless you’re already familiar with Scripture, they might throw you off track.
Second, the Bible is a large book and, despite what Evangelicals claim, it’s not always clear, even on basic matters such as justification. (For example, compare Romans 3:28 and James 2:24). It’s good to have someone with a working knowledge of the Bible to guide your study.
Third, some people use Bible studies as platforms to promulgate their own views of Catholicism, even if these views don’t coincide with what the Church teaches. You need to be discerning.
If you don’t know where to go to find a top-notch Bible study, ask a priest you trust to recommend one. If you still can’t find a good one, study Scripture on your own with a good Bible translation and a good Catholic commentary.