With reference to the Green Card Lottery [1] "if you lose in the lottery, they'll refund the fees", there are no fees to enter the lottery, however if you win the lottery there are fees to start the interview and visa process.
Indeed it's free to enter, just make sure you qualify in the case you win. The required qualifications are minimal but worth reading into it so you don't pay any money and not get the visas.
We went through it and it took about half a year for everything to be ready.
[1] https://www.dvlottery.state.gov/