Okay. Let's not get sidetracked.
lha is simply a compression format, like zip or rar. Amiga programs are often stored online in lha archives. The unarchiver you use on the Amiga to unpack is up to you. There are lots of tools available to choose from, and I would be surprised if your Amiga didn't already have a tool to unpack lha archives tucked away somewhere.
I would wibble on more, but I would only be repeating information that is already on EAB, and that would make me a bad corny.
Here is one such useful thread
on the subject.