Yes, it is OK to send email from different FROM addresses, we don't impose any restrictions on what is set in the FROM field in your emails.

If you are using an account that includes Whitelabeling, be aware that you will want your DKIM signature to be the same as the FROM address whenever possible, or you may see a 'via' or 'on behalf of' message in some mail clients. 

If you have a Silver or higher account, You can check your DKIM settings here. If not, your DKIM signature will always reflect either 'sendgrid.me' or sendgrid.info'