I'm not in favor of it. Some here say you can some say can't. Check the primer type before you begin trying some steel ammo has a different primer and it is difficult to deprime and seat a new primer. There is another thread about this you might want to look at.
if its boxer prime. its possible to do. the steel cases are harder than brass and split much wasier. thet are also HARD on reloading dies as stel is much harder thanbrass to work with. its your choice, but its not the best material to work with.