Sending and receiving custom messages with Ardulink
you can read a complete (real project) example about how to receive messages from Arduino with Ardulink from here: https://github.com/openQCM

In general you can use a listener (digital, analog, and raw) to receive messages from Arduino. A raw listener receive all messages received from Arduino, so you need to implement code to filter the messages you are interested in. Digital and Analog listeners receive events from digital and analog PINs.

The sketch in your question isn't the original sketch you can find in Ardulink distribution. That sketch was written to manage the OLED on the ChipKit shield I have. You have modified the sketch to manage your LCD. 

Actually you can send successfully messages from an Ardulink based application (as Ardulink Console) to Arduino since LED on PIN 13 is turned on. So the problem maybe just on your sketch. 

To FIX analogWrite on PIN 9 try to set the PIN as OUTPUT with this statement:
pinMode(9, OUTPUT);

I cannot help you with lcd library that I don't know.

If you need for some help don't hesitate to write to me.