Yes, the 'nh' sound is the same as the Spanish one. "Lh'...English doesn't have it, but Slavic languages do. And Italian. Do you know how to pronounce GLI in Italian, like "conchiglie?" Anyway, I am sure you can find the pronunciation of a certain Portuguese word on Portuguese Wikipedia or something.

No words end with nh or lh. But what novljanka said is right! Plus, "ch" is pronounced as the English "sh" (ie shopping). :D