Okra and Ladies Fingers are the same vegetable and there's no difference between them except for the name.
The USA mostly calls Okra Okra and some other countries call Okra Ladies Fingers.
Okra and Lady Fingers are also sometimes called and known as Okro in some other countries.
In the USA I've heard some people call Okra Lady Fingers while most other people in the USA call it Okra.
I've always known Okra as Okra but you can call it ladies fingers or Okra or Okro if you want too.
But if you're ordering Okra as a ready made dish in a deli or other food establishment then they will usually know it as Okra and may not know what Ladies Fingers are.