In Moodle, you can only use the questions from the Question bank in the Quiz module, not in the Lesson module, at least not directly.
If you have a "set" (category) of questions in your Question bank that you wish to use in a Lesson, you must first Export that Category (preferably in Moodle XML format), save the export file, then create a new lesson and click the Import questions link. Please note that you can only Import questions into a Lesson just after creating it. Once your lesson contains one or more questions you can no longer IMport new questions.
JOseph