The set forms a spanning set (German: Erzeugendensystem) if the matrix is linearly independent, which is true if the determinant is non-zero.
We have $$1 \cdot (\lambda \cdot 3 - 4 \cdot 5) - 1 \cdot (3 \cdot 3 - 4 \cdot 4) + 1 \cdot (3 \cdot 5 - \lambda \cdot 4) = 3\lambda - 20 - 9 + 16 + 15 - 4\lambda = -\lambda + 2 \neq 0 \implies \lambda \neq 2$$
So we have $\lambda \in \mathbb{R}$ \ {$2$}
Is this correct ?
The course I take is in German, but it is not my mother tongue. Is "spanning set of vector space" an accurate translation for "Erzeugendensystem" ?
You have shown that the three given vectors in $\mathbb R^3$ are linearly independent if $\lambda \neq 2$.
Assuming you have learned about/can use the Steinitz exchange lemma or similar results, this is all that had to be proven.