How can I add data to a custom column in the Users section of the wordpress backend?

1. manage_users_custom_column is a filter hook, so you should use add_filter() and not add_action(). Which also means you should return the output instead of echoing it.

2. The column name is the second parameter and not the first one — which is the current value for the current column.

So try with:

function last_name_value($output, $column_name, $user_id) {
  if ( 'lname' == $column_name ) {
    return __('last name here','text-domain');
  }
  return $output;
}

add_filter('manage_users_custom_column', [$this, 'last_name_value'], 10, 3);