Allowed but not emphasized
The key is to provide the ability to step back, but not encourage it. If it's over-emphasized, some people will feel compelled to review their work regardless.
The example above shows a wizard that allows stepping back either through the progress indicator (click a number) or a subtle back link.
A little background: Users are insecure
Decision anxiety is a real thing, however small it might be in a given context. In a wizard, you're asking a person to commit to each step along the way. As people decide to submit their answers and proceed to the next form, some percentage will experience uncertainty about the preceding responses or about current responses in relation to them.
At this point, you must provide a way to step back and review or you risk abandonment. At the very least, that person will be unsatisfied with the process and have some distaste toward the experience.