You really have to look closely at the ingredients on each and every individual product. Many chocolate bars and chocolate products do contain lactose. But there are also some that do not. Cocoa itself doesn't have lactose, but when it is made into candy it usually does.
According to Livestrong, lactose is in all dairy products (milk, cream, buttermilk, butter, cheese, processed cheese food, yogurt, ice cream, condensed milk, evaporated milk and sour cream). Common ingredients to avoid include milk, lactose, whey, milk solids, curds, milk by-products and buttermilk powder.
As someone who suffers from serious food allergies, my advice to you is: When in doubt, avoid!