In my experience, a front rim is symmetrical, and it doesn't matter which direction it's in. Unlike the rear wheel, where there's a drivetrain side and a non-drivetrain side, the only place where the quick-release handle can be. However, there are some other considerations to keep in mind:
Tires will sometimes have a **tread direction**. This is usually marked on the tread itself, in the form of an arrow with "direction of rotation" indicated. If you put a rim on a backwards from how you installed the tire, that could be swapped by mistake.
In addition, it makes sense to have the quick releases for both wheels on the same side. I make sure when putting a tire on the rim to set it up so, if both release handles are on the same side, the front tire is in the direction of rotation.
Disc brakes may introduce other considerations; other answers on this page address this. Outside of that, it mechanically makes no difference what side the quick-release is on.