There is no definitive answer to this question as it depends on the parking lot in question and the relevant laws in that jurisdiction. In general, however, it is unlikely to be illegal to drive around a parking lot, although there may be restrictions in place regarding the speed limit, the use of lights, and so on. If you are unsure about the rules for a particular parking lot, it is best to err on the side of caution and either park your vehicle or ask a staff member for clarification.