Lateral Control algorithms in autonomous vehicles often necessitates an online fine-tuning procedure in the real world. While reinforcement learning (RL) enables vehicles to learn and improve the lateral control performance through repeated trial and error interactions with a dynamic environment, applying RL directly to safety-critical applications in real physical world is challenging because ensuring safety during the learning process remains difficult. To enable safe learning, a promising direction is to make use of previously gathered offline data, which is frequently accessible in engineering applications. In this context, this paper presents a set of knowledge-guided RL algorithms that can not only fully leverage the prior collected offline data without the need of a physics-based simulator, but also allow further online policy improvement in a smooth, safe and efficient manner. To evaluate the effectiveness of the proposed algorithms on a real controller, a hardware-in-the-loop and a miniature vehicle platform are built. Compared with the vanilla RL, behavior cloning and the existing controller, the proposed algorithms realize a closed-loop solution for lateral control problems from offline training to online fine-tuning, making it attractive for future similar RL-based controller to build upon.