How do I connect a Macbook Air - early 2015 to dual monitors?

Your Mac only supports a single external display: the built-in display and an external display. The dual part refers to your built-in and an external display.

Dual display and video mirroring: Simultaneously supports full native resolution on the built-in display and up to 3840 by 2160 pixels on an external display, both at millions of colors.

Not Lightning, and not USB-C, either. The Early 2015 MacBook Airs have Thunderbolt 2 ports. These ports have Mini DIsplayPort connectors and can double as Mini DisplayPorts.

So the OP would probably want

• A Mini DisplayPort to (Mini) DisplayPort cable,
• A Mini DisplayPort to HDMI adapter cable, or
• A Mini DisplayPort to HDMI adapter plus a HDMI-to-HDMI cable

Not Lightning, but if your display supports HDMI, the most common connector, you can use one of the following:

USB-C Digital AV Multiport Adapter - Apple

Belkin USB-C to HDMI Adapter - Apple

That's right, thanks Servant of Cats!