Usually people like to see "something real", which is why they may be concerned about sketching out the UI.
Where you're going to deviate from what your manager expects, it's best to explain ahead of time what you want to do and why it adds value. Quantifying the task for your manager and agreeing deliverables will also re-assure them that this is a process with a definite output, end-date and has benefits.
Before you talk to your manager about this, prepare your argument. Think about what your managers questions and objections are going to be and come up with answers for them. If, when you discuss this with your manager, you sound prepared and confident this will improve your chances of getting the go-ahead. Also, if you feel comfortable doing this, bring in some sketch-work you've done for other projects and talk about the benefits.
- Talk to your manager about doing sketch work as a project task with timescales and deliverables associated with it. Do this before you do any work.
- Prepare for your meeting with your manager. Don't go in there and "wing it"
- Bring him work you've done before. Prove that it works and you're experienced at doing this kind of thing
And, most importantly, if your manager says no, accept it gracefully. You win some and you lose some.
If it's really important to you make sure that this is part of your interview routine (asking about whether they allow, encourage, etc sketching).