Yes and no. A heat lamp can refer to any light source that produces warmth—and that you can use to treat pain or inflammation. That includes red light therapy and infrared therapy, both of which can be warm.
Heat lamps are not the same as fluidotherapy equipment, which are devices used to produce warmth via fine particles that are suspended in a heated air stream. This creates the effect that a liquid could produce, which is dissimilar to a heat lamp.
There are also hydrocollators, which are used to store hot and cold packs, chilling units, paraffin warmers, and other devices to produce heat and cold, which are also unrelated to heat lamps.