If you're referring to the chapter quests - yes. Once you finished a chapter, i. e. after you unlocked Advanced Scouts Technology, all quests of the previous chapter become declinable. Keep in mind that, except for the latest chapters, these quests hint you at how the devs believe the game is played best. I suggest that you only skip mandatory quests if you know that you're doing the right thing.
Building something to tear it down immediately isn't fun, agreed. On the other hand I think that playing without quest line story is somewhat boring. I haven't had the option of skipping quests back when I was in Dwarves chapter, but I would rather build a Wayfarer than to miss the story for 2 weeks.
I disagree. I think that it is terribly boring to follow the storyline quests as this is the game developers trying to funnel everyone onto a path where they build the exact same city. Personally I don't ever do a storyline quest unless it just happens to complete itself by chance in the course of my game.
That being said... I don't think that there's any problem with building a Wayfarer's Tavern and then knocking it down again, because you will get the prize associated with that quest, but you still are essentially playing your own game... you're just taking a few hours out to complete a job.