I just ate a slice of cheese & I can feel my fingers swell up is that lacto intorence or something else?

Unlikely Lactose Int. The typical signs of lactose intolerance are abdominal bloating and cramping along with diarrhea, gas and sometimes nausea within 2 hours of ingestion of milk products. Unfortunately, without more information it's difficult to assess the symptom you describe, however it seems unlikely to be related to lactose intolerance.
Something else. Lactose intolerance generally presents as abdominal bloating and diarrhea. It would be unusual for it to present as finger swelling. A more likely culprit is increased salt intake or heat. If you have swelling in your ankles, shortness of breath or have a heart condition, this could point toward something more serious. In that case i would recommend seeing your physician.