It is not wise to dry fire practice with a rim fire pistol or rifle. The components, namely the firing pins in a rimfire weapon, are not generally designed to be "beefy" because they really don't need to be to do what they were originally designed to do. Rimfire cartridges are very thin and flimsy because they don't generate as much pressure as a larger center fire round, an to keep costs low, so the components don't need to be "beefed up".
Also, without a cartridge in the chamber, the firing will hit metal on the edge of the chamber where the rim of the cartridge would be with a live round chambered. This eventually will result in a broken firing pin.
See the spent cartridge on the right in the picture below and realize that the rims are very thin. They have to be in order to compact the primer compound inside them. Without the cartridge in the chamber hopefully you can understand how the firing pin would hit the edge of the chamber without the rim of the cartridge to absorb impact.
Dry firing a few times by mistake won't typically hurt a rim fire firearm but repeatedly dry firing will result in broken parts - namely the firing pin. Dry firing for extended periods could also damage the chamber which can prevent any round from seating correctly. Take it from the voice of experience. Don't do it. Ammo is cheap enough to get enough practice in without dry firing a rim fire firearm.
If you really want to practice trigger squeeze or other shooting techniques, there are snap caps available that take the place of a live round an keep the firing pin and chamber safe from damage. They don't advertise that they are to be used for dry firing. They are advertised as allowing action proving or trigger adjustment. I have never used them but they should undoubtedly prevent damage to the firearm if you are intent on dry firing. Check them out here on Amazon.