You may use a Map for this:

public static String manageFilters(Map<String, Object> lines){
    System.debug('### lines : ' + lines);
    System.debug('### lines.values() : ' + lines.values());

    for(String key : lines.keySet()){
        System.debug('### lines.get(key) : ' + lines.get(key));
        System.debug('### >>> ' + lines.get(key));
        Map<Object, Object> test = (Map<Object, Object>)lines.get(key);
        System.debug('### test ' + test);
        System.debug('### test ' + test.get('ObjectName'));
    }

    return null;
}

Using account id as example is terrible idea because they'll be unique -> your lists would always have size 0. But yes, you should be able to do something like that.

Your stuff doesn't even compile, you can't use "=" in for(Account acc = [SELECT...]).

Let's say you have accounts and some of them have duplicate names. This would be close to what you need:

Map<string,List<Account>> accountMap = new Map<string,List<Account>>();
for(Account acc : [SELECT Name, Description FROM Account LIMIT 100]){
    if(accountMap.containsKey(acc.Name)){
        accountMap.get(acc.Name).add(acc);
    } else {
        accountMap.put(acc.Id, new List<Account>{acc});
    }
}

and then yes, if you'd have the key you can access accountMap.get('Acme Inc.')[0].Id

This code...

map <string, Campaign> ExpenseCampaignMap = 
   new map <string, Campaign>(
     [select Id, UtmCampaign_ID__c 
        from Campaign
        where UtmCampaign_ID__c in :UTMCampaignId]);

Results in your Map being keyed by the Id field not the value of your UtmCampaign_ID__c field value.

So the following code will only work if utmcampaign__c on your Contact object contains an actual Campaign record Id or is a Lookup field to Campaign.

UTMCampaign = ExpenseCampaignMap.get(con.utmcampaign__c);

You need to populate your Map using the UtMCompaign_ID__c not the Id. Unfortunatly this has to be done manually by iterating over the results of the query like so...

List<Campaign> ExpenseCampaignList = 
     [select Id, UtmCampaign_ID__c 
        from Campaign
        where UtmCampaign_ID__c in :UTMCampaignId];
Map<string, Campaign> ExpenseCampaignMap = new map <string, Campaign>();
for(Campaign c : ExpenseCampaignList)
    ExpenseCampaignMap.put(c.UtmCampaign_ID__c, c);

Map has a values() method that returns a List containing every value in the map.
If you have to check only one value, you could just call contains() on that list, while if you have to check multiple values you should create a new Set with those values then call contains() (or containsAll()).

Map<String, Integer> myMap = new Map<String, Integer>();
myMap.put('key1', 1);
myMap.put('key2', 2);
myMap.put('key3', 3);

List<Integer> mapValues = myMap.values();
System.debug(mapValues.contains(1)); // true

Set<Integer> mapValueSet = new Set<Integer>(mapValues);
System.debug(mapValueSet.contains(2)); // true
System.debug(mapValueSet.contains(5)); // false

Keep in mind that List.contains() runs in linear time (O(n)) while Set.contains() runs in constant time (O(1)).