How to use a a trained model
You have your model saved as the variable lm. You can use the lm.predict(X_test) for any other test scenario. Note that your X_test should be similar to your X_train meaning if you have transformations made on your X_train, you need to do similar transformation on X_test too. You can use pickle in the following way 

import pickle
filename = 'model.pckl'
pickle.dump(model, open(filename, 'wb'))

#To load the model from disk, use this
model = pickle.load(open(filename, 'rb'))
prediction = model.predict(X_test)