VBA EXCEL Range syntax

There is nothing wrong with your syntax and your code should've work just fine.
The problem with using worksheet function like Match, Vlookup and other look up functions is that if the value being searched is not found, it throws up an error.

In your case, you are trying to search multiple values in just one cell.
So let us say your lastrow is 9. You're code will loop from Cell(2,1) to Cell(9,1) checking if it is within Range("A" & lastrow) or Range("A9").

If your values from Cell(2,1) through Cell(9,1) is the same as your value in Range("A9"), you won't get an error.

Now, if you use Range("A1:A" & lastrow), it will surely work cause you are trying to match every element of that said range to itself and surely a match will be found.

WorksheetFunction.Match(Cells(2,1), Range("A1:A9")) 'will return 2
WorksheetFunction.Match(Cells(3,1), Range("A1:A9")) 'will return 3
'
'
'And so on if all elements are unique

It doesn't matter if you use Range("A9") or Range("A1:A9").
What matters is that you handle the error in case you did not find a match.
One way is to use On Error Resume Next and On Error Goto 0 like this:

Sub ject()
    Dim num As Variant
    Dim i As Long, lastrow As Long: lastrow = 9

    For i = 2 To lastrow
        On Error Resume Next
        num = WorksheetFunction.Match(Cells(i, 1), Range("A" & lastrow), 0)
        If Err.Number <> 0 Then num = "Not Found"
        On Error GoTo 0
        Debug.Print num
    Next
End Sub

Another way is to use Application.Match over WorksheetFunction.Match like this:

Sub ject()
    Dim num As Variant
    Dim i As Long, lastrow As Long: lastrow = 9

    For i = 2 To lastrow
        num = Application.Match(Cells(i, 1), Range("A" & lastrow), 0)
        Debug.Print num
        'If Not IsError(num) Then Debug.Print num Else Debug.Print "Not Found"
    Next
End Sub

Application.Match works the same way but it doesn't error out when it returns #N/A. So you can assign it's value in a Variant variable and use it later in the code without any problem. Better yet, use IsError test to check if a value is not found as seen above in the commented lines.

In both cases above, I used a Variant type num variable.
Main reason is for it to handle any other value if in case no match is found.

As for the Range Syntax, don't be confused, it is fairly simple.
Refer to below examples.

1. Single Cell - All refer to A1

   Cells(1,1) ' Using Cell property where you indicate row and column
   Cells(1) ' Using cell property but using just the cell index
   Range("A1") ' Omits the optional [Cell2] argument
   

   Don't be confused with using cell index. It is like you are numbering all cells from left to right, top to bottom.

   Cells(16385) ' refer to A2
   

2. Range of contiguous cell - All refer to A1:A10

   Range("A1:A10") ' Classic
   Range("A1", "A10") ' or below
   Range(Cells(1, 1), Cells(10, 1))
   

   Above uses the same syntax Range(Cell1,[Cell2]) wherein the first one, omits the optional argument [Cell2]. And because of that, below also works:

   Range("A1:A5","A6:A10")
   Range("A1", "A8:A10")
   Range("A1:A2", "A10")
   

3. Non-Contiguous cells - All refer to A1, A3, A5, A7, A9

   Range("A1,A3,A5,A7,A9") ' Classic