I visited France in the last month.

They mean the same but #1 is awkward

Usually it's: In the last month, I have visited France, Italy and Spain.

These answers are given on Sunday 20th November 2016.

I visited France in the last month. I visited France either during the last four weeks (i.e. on or after Sunday 23 October 2016) or on or after this date last month (i.e. sometime after 20 October 2016).

I visited France last month. I visited France during the calendar month prior to the present one (i.e. at the moment, October 2016).

"Last month" with no definite article and nothing following always means the previous (whole) calendar month to the present month. Thus in November "last month" means October". Likewise "the last month" usually means "the period of 1 month which ended today." A "month" for this purpose can be 28 days or it could be the period which started on the same numbered day last month.

Thanks to both of you.