Here a few tips for lane, and late game.

During laning phase:
Use your Q -> Melee -> W -> Melee combo to half anyone's hp.
It is option to use a Q -> Melee -> W -> Melee -> E -> Melee for further damage, but you must be certain that there isn't anything that you need to dodge using E. You also must be certain that if you were to be exhausted at that moment that you will not die. Using Lucian's E to break exhaust is a very key mechanic to wining bot.

Around late game:
When you cant use your spells or melees to inflict damage (typically because it's to dangerous to get too close to the team fight) pop your Ghostblade, press that R, and watch everyone drop. Ghostblade's Attack Speed and Movement Speed steroid allows your R to do a very significant amount of increased damage while allowing you to maneuver it with more ease.

Final Tip:
Take advantage of Lucian's E and don't waste it. If you know you're about to be slowed (i.e. Nasus Wither or Skarner Fracture) use Relentless Pursuit to break out of a death sentence that a normal ADC would be killed in.