This depends very much on which version you happen to be reading. In some versions (the ones that make the most sense to me) magic affects Superman as easily as it affects anyone else - but not more easily. However, in other versions, he is especially vulnerable to magic (more than the average human being is), or even is weakened by the mere presence of magic. Each of these versions has been depicted multiple times in DCU history.
I don't think the first part is necessarily true. Lightning from a supernatural source may be infused with magic in any of a number of ways, enabling it to have greater affect, or additional affects, on the targets it hits. The second part is the way I would like to see magical effects work with Superman, but even as stated it's fairly strong - since an ordinary lightning bolt wouldn't (in most versions) affect Superman much, or at all, but a magical one would probably affect him more than that.Lightning is lightning, whether created by magic or science. A lightning bolt shouldn't hurt him more than anyone else.