In the past, the distinction between lady and woman used to be clearer:
woman = general word for a female adult
man = general word for a male adult
lady = an honorable woman with good manners and refined behavior
gentleman = an honorable man with good manners and refined behavior
Nowadays, however, there is not so much of a difference. Although the words lady and gentleman still carry some connotation of being refined and well-mannered, people often use the words even to describe people they don't know.
An old lady fainted at the train station and they had to call an ambulance.
Good evening, gentlemen. Can I get you anything to drink?
The word girl is usually only used for female children or adolescents. Adult women sometimes refer to their friends as girls, but it can be considered offensive for an adult man to refer to adult women as "girls."
While browsing the web they see an offer that seems too good to be true, or a contest that sounds like it would be fun, or a new game to play online. So they click on the button and allow software to be downloaded to their machine. What a deal. Not only do they get to enter a contest or play a game, they get hacked.