Yes, the chain where you perform an action (providing liquidity, borrowing, token holding, etc.) may differ from the one where rewards are distributed.
For example, you might provide liquidity in a pool on the Base network and receive rewards on Optimism. This setup is defined by protocols when they create their reward campaigns in Merkl Studio.
In most cases, however, the token supply chain and the reward chain are the same.
You can find the reward chain in the campaign details.
As we can see in this image, the user supplies USD1 on Ethereum and also earns WLFI tokens on Ethereum.