The 9mm Parabellum cartridge was introduced in 1902 by Georg Luger.
The round is today known as the 9mm Parabellum, 9mm Luger, 9x19mm, depending on where in the world you are.
in the 1920s the guy in charge of marketing in the US advertised it as the 9mm Luger, apparently because he thought that name would be more easily accepted and remembered in the American market.
Stoeger Co. legally owns the name "Luger" in the US market, still to this day.
There are a huge range of loads and not all are suitable for all guns.
There are lots of books on the subject and its history.
As to the dies, I think they would be like carbide dies, needing no lube, BUT I don't know for certain, CALL HORNADY, they know, and I'm pretty sure they'll tell you.

If the die set has the instruction book with it, that should tell you. If it doesn't have the instructions, call Hornady and get some.