Well, it may be a little complexed to explain.
If you translate "您贵姓" into English it is "What's your family name?"; "他们是英国人(吗)?" is "Are they British people?" (here you can add "吗" or just ignore it).
So, can you see the difference? In general questions you can choose to end them with "吗" or not (but always rise your tune), while in special questions, e.g. 谁 (who)/ 什么(what)/ 何时(when)/ 何地(where), grammatically you don't add "吗". Instead, you can end your questions with "呢" or "啊" to make them sound more soft and euphemistic.
Hope this answer will help you.