The short answer is yes...
But for the the long answer....
I've heard this most of my life, usually from the "self-help-guru" crowd. Any person whether they have a job at the moment or not who opens their own small business and is successful does essentially remove themselves from the employment pool. And yes depending on the type of business they may also be able to create job opportunities for others.
In theory, if I have a job and I quit that job to open my own business I've already helped to create one job opportunity for someone else because the job that I'm leaving will be filled by another person. If my business grows and I need to hire five people then I've created jobs for at least six people. You could also argue that my successful business my help even more in that (depending on the type of business) my suppliers will also benefit from my success. This could potentially save jobs or create more that I'm not directly knowledgeable of.
The old saying goes that "a rising tide lifts all ships."
The key there is that they must be successful. If I start a business and I'm not successful then all I've likely to have accomplished is to add myself to the group of people looking for employment. Few people would want to trade the perception of a security that they find in the job that they have for the potential of struggling with unemployment that they might face if they happen to fail.
That isn't to say that people shouldn't try... just that most people probably wouldn't because the fear of negative consequences often outweighs the motivation of positive ones.