If Lotus does not have built-in PDF export support (File > Export , Tools > Export), you can use a virtual printer and print the currently opened file in the PDF format with the Print function (File > Print). For this operation, CutePDF Writer is recommended and it does its job accordingly. Just install the application, and the open the files you want to convert and select Print. From the print menu, use CutePDF as the printing engine and save the output file with a name of choice.
As for the online service, Fileminx does have support for the LWP format and it does convert the file to PDF.