I just got a model 351 pd in 22 magnum I read somewhere that it is not to be dry fired is this correct? If so why.

It's a rimfire, meaning the primer is in the rim of the cartridge, and the firing pin hits it instead of a center fire primer. You'll damage the firing pin and the edge of the charge hole. Never dry fire any rimfire gun.

Of course you can dry fire 22 lrs and 22 mags. Just fill each chamber with a fired piece of brass. After 3 or 4 firing pin strikes on each empty, eject them and turn each one just a little to get a fresh place on the rim for the firing pin to strike. ...............

what sodacan said "never dry fire a rimfire", you can do what Big Cholla said but if you are going to do something like this I would recommend snap caps or dummy rounds. If you want to save a buck and use empties I would mark them up with a red sharpie or do something to make them look different so you never have a live round migrate into your empties. Dry fire training should be done following ALL the safety rules

Bigs idea is on point. If you do decide to go that route, make sure (besides the obvious safety issues) to rotate the empties frequently. If you use the same ones over and over, they will get mashed up and you will need to use a punch to push them out of the cylinder. Snap caps are cheap enough and you will avoid any of the problems mentioned in this post.

Some people use drywall anchors as rimfire snap caps. The plastic things you push in the hole before you put in a screw. They come in different sizes, be sure you use ones that cushion the firing pin,

+1 on dry wall anchors. We use dummy rounds for familiarization of new shooters in NRA Basic Pistol classes. The .22 rimfire dummies get beat up quickly because the firing pin hits the rim, as it should, and the rim deforms with only couple of dry fires and needs to be rotated just as empty cases do. Center fire dummies or snap caps have a cushioned primer pocket and will stand up to repeated impacts. Not so with rimfires. Dry wall anchors are the best solution but still need to be inspected and rotated to prevent the damage sodacan describes. A rimfire firearm should never be dry fired WITHOUT protecting the pin and chamber.