Confusing terminology, but the Lightning Connector is what's used by iPhones. That lightning bolt signifies a Thunderbolt connection, in this case you have Apple's Thunderbolt 3 to Thunderbolt 2 adapter. Since your display is a Dell, I presume it's not a Thunderbolt 2 display but rather you have connected a mini-DisplayPort plug.
Thunderbolt 3 is the same plug as USB-C, and the TB3 ports on your Mac are fully compatible with USB-C. Thunderbolt 2 is the same plug as mini-DisplayPort, and while if you have an older Mac with a TB2 port you can directly connect a mini-DP cable, that does not work with the Thunderbolt 3 to Thunderbolt 2 adapter (but you could use that adapter to connect Apple's Thunderbolt Display, for example).
Instead, what you need is a USB-C-to-miniDP adapter. Here's an example:
https://www.amazon.com/DisplayPort-Adapter-Feovino-Thunderbolt-MacBook/dp/B07JGCK58M/