i don't see why not.
azalea are used for bonsai (which are kept indoors). not saying you should give it the bonsai treatment, tho!
it should certainly survive being in a pot...like jiffy said tho, it WILL go through a dormant period - so expect it to look like what's outside for part of the winter (bare branches). being that you're going to keep it indoors, that might happen later than usual (since we're going to need to turn the heat on soon). you might want to put it in your basement or garage for a few months so that it can go into the dormant phase - just remember to water it regularly!!