How to show that Cx is a commitment to a integer of length lm With reference to Jan Camenisch and Anna Lysyanskaya's paper A Signature Scheme with Efficient Protocols, in proceedings of SCN 2002, I need some help to understand How to verify that $C_x$ is a commitment to an integer of length $l_m$.
$$C_x = g^x * h^r$$, where $x$ is the secret and  $r$ is the randomness; $g$ and $h$ are known parameters
You want to prove knowledge of an opening $(x,r)$ to a Pedersen commitment, such that $x$ belongs to the range $[0,2^{l_m}]$. Such a proof is called a range proofs, and many methods exist, using bit-decomposition (commit to $x$ bit by bit, prove that the sum of the $x_i\cdot 2^i$ is indeed $x$, and prove that each committed value is a bit) or square decomposition techniques over hidden order groups. I discussed some of these methods in several answers, see here and here. The latest state-of-the-art method for range proofs is Bulletproof, which achieves relatively impressive efficiency guarantees, to the point that it's actually used in several real-world applications (e.g. the cryptocurrencies Monero and Mimblewimble, among others).