Yep, won't harm your engine at all (cars ran on leaded fuel for decades before they mandated only unleaded fuels on highways) so long as you're not driving it on a public highway (or any road for that matter) there's nothing illegal about it.
AvGas has lead in it, as well as several racing fuels on the market.
Lead is the cheapest way to increase octane in gasoline, so think of it as a plus.