Both "kindly" and "please" are both polite ways of making a request. However, they are used in slightly different contexts. Moreover, both words can be used interchangeably in many situations, and the choice depends on personal preference, context and tone.
The word "please" is commonly used in polite request in a wide range of situations. It is a straightforward way of asking for something politely. It is simply added to the sentence to emphasise politeness.
"Kindly" is a slightly more formal and old-fashioned word used in business correspondence or when addressing someone in a position of authority.
In general, "please" is more commonly used in modern English writing, while "kindly" is often reserved for more formal or business contexts.