The rules say, this is not possible.

As soon as you skip/do not fly one segment, all other segments will be forfeited/cancelled.

In practice however I have been in the situation where I missed my outgoing flight and took a car to my destination instead. Checking in for the return flight was possible nevertheless.
I didn't try at the airport to actually fly that flight though but took the car back.

And I have heard of people actually succeeding to fly on the later segments.

I would consider that a positive accident however and would never rely on such a thing working for you.