Typically when shooting target ammo at a range, two requirements will come into play specific to the range, (a) the type of casing you have and (b) the type of bullet you have.
Your question specifically about brass is about the casing. Some cheaper ammunition can use non-brass types of metal, such as tin or aluminum. These metals are weaker and can't/shouldn't be reloaded. It may be that the range you will be shooting at reloads their spent casings, recycles them for $$$ or just doesn't want to run the risk of you having a malfunction due to the casing. Whenever you purchase the ammunition, open the box and verify that the casings are brass.
There are two common types of bullets, full metal jacket (or FMJ) and jacketed hollow-point (or JHP). FMJ is a solid lead bullet encased in copper, JHP is that same bullet with a hole drilled in the front to promote expansion once you hit a target. Some ranges will require JHP to limit the risk of your shots penetrating the backstop and causing more damage down-range. Typically if a range doesn't specificy an ammunition type, you can use either one.