Yes, it can implant in the wrong place outside the uterus. This is called ectopic pregnancy and can occur, for example, in the fallopian tubes.
It is also possible for the embryo to implant correctly in the endometrium but not be able to continue its development, i.e. give rise to a non-evolutionary gestation. This can occur because there is some alteration in the embryo, either in its development or in its genes.
An example of non-evolutionary gestation is the biochemical pregnancy, in which the gestational sac is formed, but there is no fetus inside. In this type of pregnancy a spontaneous abortion occurs, usually very early.