If you already hold a license, you will only need to validate your medical certificate in Lithuania. Reach out to the CAA that issued your medical certificate and inform them that you want to change it.
You will be asked to fill in a form, and later on, they will send all your medical entries to the Lithuanian CAA. Regarding further steps, you will be informed along the process.
If you do not hold any license, your medical certificate must be issued in Lithuania, following the requirements of the Lithuanian CAA.