As long as you put it in a sunny location (or under a grow light) and don't over water, you should be okay. Lavender can suffer from root rot if over watered. In fact, let the soil dry out between waterings. If your house is dry in the winter, you might want to set the plant in a tray of gravel and water to give it a little humidity.

Here is a link that might be useful: Planting Herbs Indoors