It depends on your lathe and your highest speed settings, and it is not usually recommended. Typically you want a metal lathe to turn metals.
Nevertheless, I have had some success turning copper and brass, using fittings with profiles close to what I want.
You want a face shield, shards coming off will be sharp and hot. You can shape brass on the lathe with a file, I also made a kind of parting tool from an old file, and only take very light cuts,for cutting grooves,etc., if your tool is sharp it cuts fairly well, however it can catch with too steep of an angle, so you must be very alert. You will also want your workpiece supported at both ends (head stock and tail stock), using some kind of mandrel seems to work best.
