It varies.
Outdoor ranges, especially the ones run by the state conservation organization, are pretty much just have self-policing policies in place: pick up after yourself, whether that means you keep the brass or dump it in the brass bin.
Indoor rangers are different because they're privately owned and there are other expenses involved in running them. Some don't allow picking up any brass, some only your own, some they don't care. Usually their policies are posted, but asking will clarify.
I usually will pick up all my own brass to keep, making a polite effort not to disturb the brass from other people, and sweep up the rest for general cleanliness. A lot of time, other shooters will spontaneously say I can have their brass, but you can always ask. Some don't care or find it a good trade off as a way of letting someone else clean up all their spent brass.