Hello Diego,
Thank you for your question and congrats on your first Rasa assistant! 
I do not see any issues on including checkpoints in test stories. You can also confirm that, if you do not have any validation errors (one example of validation error is mentioned here) when you train/test.
Having said that, the fact that you can use them does not mean they are recommended As mentioned in the docs you should use checkpoints carefully/not overuse them and if you can replace them for example with rules it is even better (one example mentioned here).
Additionally, if you need more examples/explanation on checkpoints and its use, this thread might also be helpful.
Hope this clarifies your doubt and gives you some more ideas.