miniature azalea indoors ?

I recently bought a miniature azalea from Lowes. Can this be grown inside under lights?

No

No mincing words here. The plant needs a dormant period like everything else that is native to your locale. Tropicals are a different story--unless you live in a perpetually warm climate (southern US for example).
Dont confuse size and age with where it needs to live. Put it outside with a good helping of mulch up to the first branch, and allow the elements (except wind) to get to it. This should happen after the first good freeze, the idea being to moderate the freeze/thaw cycles of the rootball. Freezing is OK, but try to keep it frozen by keeping it out of the sun for the winter, and well-insulated (mulch) from the warmth.