Why not! Just be sure to protect them from predators: Humans, dogs, and cats. Have a corner in the backyard that has full sun exposure sometime during the day? Use that and add a thick covering of compost over a section of it and along the back side a short wall of flat stones that are loosely arranged so insects and lizards can travel through it safely. I would make it about 18 inches wide at least and have the composted area at least 3 feet wide.
Below is just one link. Check out other sites for more info. Lizards are cool but face the threat of humans when in proximity to them. So be sure the area is secure for them.

Here is a link that might be useful: Skink info