You CAN go to any garage. Howeer i would say whether you should go to dealer or non dealer, depends on the age of the car.
The newer the car, the more benefit value wise there is in going to a dealer to keep the service history desireable. If the car is very old, you may as well go to a non approved garage.
With my last car, i kept it with ford until it was in its 4th year, and after that, took it to a local garage.
As a rule of thumb, if it still has parts under warranty, it is better to go dealer. After that, its not as important.