Lightning cable vs usb-c to usb-c cable.

Lightning and USB-C are both reversible connectors – but they are not interchangeable. You can't put a Lightning plug into a USB-C socket, or vice versa.

There are a number of connectors that can carry USB signals – including USB-A, USB-C, and Lightning. There are adapters and adapter cables to let you go between these.

You wouldn't want to convert to or from Lightning if it was not necessary – if you could just go from USB-C on your iPhone 15 Pro to USB-C or USB-A on some other device. But if you have an iPhone accessory that's designed for a Lightning-equipped phone, and that is expecting a Lightning socket on the iPhone end, there is the

USB-C to Lightning Adapter - Apple

When an external devices says I need to connect my phone via a lightning cable

What external devices do you have that indicate that you should use a lightning cable? Do these devices all have lightning ports?

The iPhone 15 Pro does not have a lightning port, if your devices require a lightning port, you are going to need a USB-C to Lighthing cable or a USB-C to USB-C cable with an additional USB-C to lightning adapter.

If you have an iPhone 15, you can't use a lightning cable since the iPhone 15 does not have a lightning port.