A camera setting say f8 1/500th Iso 200 for instance. Both shot manual
If a exact same photo is taken with same settings, RAW and JPEG will they look the same in camera?
Yes, the RAW and JPEG will look exactly the same in camera. Even if you only shoot in RAW, when you press play to view the already taken images, the image you see on the screen is a jpeg which has been processed using the picture style settings in the camera.
When you open this RAW file into Canon's DPP software, it can read the picture style information from the camera and it will apply those same settings and what you see on the screen should be the same as what you saw on the camera back....assuming you have a properly calibrated monitor and viewing conditions in your room.
But slighly different in say lightroom?
Yes, it might look different. Lightroom, or any non Canon software will ignore this picture style information and show you the RAW file image using its own processing settings. Of course, Lightroom and other softwares might offer presets that approximate the look of the Canon picture styles in your camera. But they might not look exactly the same.
An easy way to see all of this in action, set your camera picture style to black and white. Your image on the back screen as well as in the view finder will be black and white...even though you have yet to take a picture. If you take a RAW+JPEG image and press play on the camera back, both the RAW as well as the jpeg will be black and white. But when you open them in Lightroom, the RAW will be in color and the jpeg in black and white...unless you tell Lightroom to use a black and white preset. If you select a Lightroom preset that is the same as the Canon black and white picture style, then they will look very similar if not exactly the same.
There are no stupid questions. If a person in a place like this answers you in a way that is meant to make you feel stupid for asking, then the one answering you is the mentally challenged person (stupid), not you for asking.