They can wear but not at their own
Wearing a dress then zipping and/or buttoning it needs reach of hands and fingers. Centaurs don't have hands but not long enough to reach all parts of their body so they cannotmay not wear anything at their own. They will need assistance for wearing, taking off, changing, trying a dress.
It will be better to leave them as they are. Just put a dress on certain occasions for decorative purposes only.