Yes Lavender Oil can safely be rubbed directly onto your skin or you can dilute it if you want to with carrier oil.
But straight lavender oil will not harm your skin.
You can add a few drops to your hands then rub the lavender oil onto your body wherever you want to add the lavender oil.
If you want to use Lavender oil to help with anxiety you can either inhale the lavender oil or Rub 1-2 drops of lavender oil into your temples, wrists or anywhere, for full body relaxation.
Although just a warning while lavender oil can safely be put directly onto your skin without dilution some people have reported skin reactions when doing so.
So before putting too much lavender oil directly onto your skin try just a little in the palm of your hands first or on your arm etc.
If you have any reactions to the lavender oil then dilute the lavender oil using some carrier oil.