Yes you can break and damage a microwave when you have nothing inside it to cook or heat up.
When the microwave is empty then the microwaves won't be attracted and directed to the food inside the microwave and when that happens the microwaves get redirected to the metal inside the microwave which can then cause sparking and then your microwave will quit working.
I once turned a microwave on when I thought I had placed my cup of coffee in the microwave and I turned the microwave on for a 1 minutes.
Then I heard a zapping sound and heard a popping sound and it was my microwave had shorted out because nothing was inside it.
So never turn a microwave on without having something inside of it or the microwave will be ruined.