How to sideload LineageOS?
First of all... MAKE SURE YOU HAVE DOWNLOADED THE CORRECT ROM FOR YOUR DEVICE..
Steps:

Backup important files
Connect usb
Go to recovery and select wipe
select advance
select the things you wanna wipe.. except the usb-otg thing
After wiping.. go to advance(from home page of twrp)
select adb sideload
Make sure adb is installed on your pc
in cmd(admin) type adb devices and check that your phone there
Type adb sideload LineageOS.zip replace LineageOS.zip with your rom
Enjoy LineageOS!!

I'd recommend you to download eelo.. a fork of LineageOS.. It has MicroG which is really awesome.. I'm currently using the same..