Visualforce pages in Lightning Experience
Key Takeaway
Most Visualforce pages work in Lightning Experience without changes, because each page runs in its own iframe, but some Salesforce Classic behaviors don't carry over.
Visualforce pages are custom pages that keep working in Lightning Experience, many without any changes. As an app builder, you need to know where a Visualforce page can appear in Lightning Experience, how its look and behavior change there, and which Salesforce Classic behaviors don't carry over.
How a Visualforce page runs in Lightning Experience
With some important exceptions, a Visualforce page works the same in Lightning Experience and Salesforce Classic. The biggest change is the container. In Salesforce Classic, Visualforce owns the whole page. In Lightning Experience, each Visualforce page runs inside an iframe, a frame that sits within the Lightning Experience app.
A page that doesn't need to reach outside its frame behaves almost exactly as it does in Salesforce Classic. That is why most pages need no changes, and why Salesforce recommends testing each page in Lightning Experience first.
Lightning Web Components is now the preferred way to build Salesforce UI, so you should move a Visualforce page that needs significant refactoring to a Lightning component.