"There are no butterflies, bees and flies in this zoo."
Translation:Ebben az állatkertben nincsenek pillangók, méhek és legyek.
Pillangó is one family within the broader class lepke ("lepidoptera"). So every pillangó is a lepke, but a lepke might be a moth or some other thing that isn't biologically classified as a butterfly. In practice, the difference between the two is not observed all that carefully (outside of biologists or other specialists).
I confirm that it is not generally known that the two are not the same. I didn't know it, either. The only thing is, "pillangó" is a nicer, more melodical word, a bit poetic, one would not use it to describe just any common butterfly or moth. It looks like this distinction is somewhat close to the scientific distinction, as well.