I assume you mean "in Linq to Sql". Linq itself simply passes the LinqProvider expression, which translates it into something suitable for the requested data store.
However, I am sure that the MSSQL provider used by Linq to Sql will translate last_name >= "Smith" and last_name <= "Thomson"into an expression BETWEEN.
UPDATE: Empirical data (via LINQPad) indicates that it does not translate to BETWEEN
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