Can I install / downgrade to Mojave on a new MacBook Pro 2020 that comes with Catalina?
As of this writing, all the models of MacBook Pro lineup available for purchase currently from Apple or any 3rd party resellers (13" or 15") can be downgraded to run macOS Mojave 10.14.5 or a later release, except the 16" MacBook Pro which cannot be downgraded to run macOS Mojave.

P.S.: No new MacBook Pro model has been released in the year 2020 so far (as of this writing). So there's no 2020 MacBook Pro yet. So essentially what you can get is either a Late 2019 16" MacBook Pro or a Mid 2019 13" or 15" model (assuming you are purchasing a brand new one, and if some resellers are still selling the discontinued but last released 15" ones)