No exactly. "Lambdas" are usually function closures [1]. Which do not exist in C and were quite "late" in C++, because decent support of closures require automatic memory management (GC).
C++ lambda/closures are a bit clunky because you have to specify if the captures are by reference or by value, and you're better of having a good idea of what you're doing.
[1] https://en.wikipedia.org/wiki/Closure_(computer_programming)