Can I mention that I want to pursue a PhD later, in my Statement of Purpose for a Master's course?
Yes, you certainly can mention it. Moreover, this is in many cases, a good sign. When I was on an admissions committee for a masters program, we  in fact looked favorably on people who wanted to do our program and go on to a PhD. This seems to be a common attitude; if students from a program go on to PhD programs that makes our masters program look good.