Yes you can go inside the Burj Khalifa building.
Only the floor to the observation deck is open to the public as well as the other floors on inside the Burj Khalifa.
The only floor that is not open to the public inside the inside the Burj Khalifa which is the very top floor which is the 163rd floor which is not open to the public.
So you cannot access the very tip top of the inside the Burj Khalifa unless you work there or have a reason as a worker to go to the very top.
But all other floors and the observation deck of the building are open to the public.