@YancyNancy,
Lexical verb is a number of an open class of verbs that includes all verbs auxiliary verbs.
An auxiliary verbs is a verb that adds fuctional or grammatical meaning to the clause in which it appears,for example,to express tense,aspect,modality,voice,emphasis,ect.Such as "do",which is an auxiliary verb.
And about modal verbs,it's a type of auxiliary verb that is used to indicate modality,example include "can","could","may" and so on.
That's all,May it help you.