4 lane allows a higher data rate from the sensor, but only if the sensor and the board it's mounted on supports the extra lanes. None of the official raspberry pi cameras do, though I think there may be some third party 4-lane sensors available. None of the regular Pi models support 4 lane, only the compute module does and only on one of the two ports.
Regarding connectors, the compute module devkits (at least the original and CM3 devkits, but i'm pretty sure CM4 is the same) and the zero use a different connector with a finer pitch and more pins from the regular Pi models.
In terms of connecting raspberry pi camera modules to the compute module IO boards you can either use the adapter boards sold specifically for the purpose ( https://uk.rs-online.com/web/p/raspberry-pi/1363742/ ) or you can use the special flat-flex cables cables sold for use with the Pi zero https://thepihut.com/products/raspberry-pi-zero-camera-adapter.