Yes.
Aside from the backscatter issue there's also the opportunity to direct the light from somewhere other than straight above the camera. If you go this route try to mask the internal flash as much as possible or it won't have the effect on backscatter you'd expect.
Here's a basic guide to using your new strobe, lifted and adapted from an earlier post of mine - you can do this out of the water to start with:
Set the camera to aperture priority and f5.6 (Good starter in clear water such as Tenerife, f4 might be more appropriate when you get to Norway), set the lowest ISO you can (100 on your Fuji I think), then adjust your camera to deliver two stops of underexposure (-2 on the scale). Make sure theexternal flash is turned off and take a picture. You should see something, but the shot should look much too dark (Under exposed).
Turn on your external strobe and re-take the same picture. The difference between the two shots is the effect of the flash.
If the picture is now too light (Over-exposed) turn the flash control down so it isn't as bright. If the picture is still too dark (Under exposed), turn the flash control up to give more flash. If the flash is at the maximum setting and the picture is still too dark, increase the aperture from f5.6 to f4, and if necessary to f2.8. If the picture is still too dark, you're probably too far away for the flash to make much difference (The maximum distance at which flash is useful underwater is four to five feet, regardless of the size and power of the flash unit).
Here's the other thread for some more info:
Whice Strobe to buy????