Well, for instance, in Virginia Beach we have what's called a "green" line, below which shooting on private property is authorized.
As to building a "range" that would depend entirely on local zoning and public works ordinances. You could probably build one... with the proper permits. However, on your own property... seems OK if you abide by a few simple rules:
Looks like you're covered under §31-27 (8), but pay attention to 31-28 for "restricted" areas.