You use lastly when you want to make a final point, ask a final question, or mention a final item that is connected with the other ones you have already asked or mentioned.
finally
Lastly, I would like to ask about your future plans.
最后,我想问一下你们未来的计划。
You use lastly when you are saying what happens after everything else in a series of actions or events.
They wash their hands, arms and faces, and lastly, they wash their feet.
他们洗了手、胳膊和脸,最后洗了脚。