How to sideload LineageOS? I think I updated twrp and adb seems to be working:
thufir@doge:~/android$ 
thufir@doge:~/android$ adb shell getprop | grep twrp
thufir@doge:~/android$ 
thufir@doge:~/android$ adb shell
shell@htc_m8:/ $ 
shell@htc_m8:/ $ exit
thufir@doge:~/android$ 
thufir@doge:~/android$ adb shell getprop | grep make
thufir@doge:~/android$ 
thufir@doge:~/android$ adb shell getprop | grep model
[ro.aa.modelid]: [0P6B16000]
[ro.chipset.model]: [MSM8974]
[ro.product.model]: [HTC One_M8]
thufir@doge:~/android$ 
thufir@doge:~/android$ adb shell getprop | grep manufacturer
[ro.product.manufacturer]: [HTC]
thufir@doge:~/android$ 

and am, I think, read to proceed with installing lineageOS but want to make sure I have the right files and am following the right sequence:
thufir@doge:~/android$ adb reboot bootloader
thufir@doge:~/android$ 
thufir@doge:~/android$ fastboot devices
SH4AYWM01306    fastboot
thufir@doge:~/android$ 
thufir@doge:~/android$ fastboot oem get_identifier_token
...
(bootloader)    
(bootloader) &lt; Please cut following message &gt;
(bootloader) &lt;&lt;&lt;&lt; Identifier Token Start &gt;&gt;&gt;&gt;
(bootloader) 8638E3FC990E8996590950FC43B2597A
(bootloader) D3E768DE94AE44F0545422F4F610A2B1
(bootloader) 0D743BEB9D61A214A14203E5DEF9D3A7
(bootloader) 5E519C96B5DA53C4C2C3DA97A3CA584E
(bootloader) B2A07292DD46C6BD13C1F957106DCAF2
(bootloader) 8E9B3C1E660A93B2824622FEB9786109
(bootloader) EAE5E4C7F87D0F2CF41711CC713CAC69
(bootloader) 49ED4E9D2313AB7B8BC7DDF918067039
(bootloader) 448DD51FFD6CA2BEA7F2E03B9E4706F9
(bootloader) 377CE2210B1BCB3E8960B02A970C5430
(bootloader) B404427005C52B6A07A989CC2378C93E
(bootloader) 23D134B3CC30BD33B24B03BBD4C5CE93
(bootloader) 198734886FC83C5DC56044EE0C477786
(bootloader) 037C2393B758EDA5D03B968564561374
(bootloader) 159EA7D89F97C7E8631C5A5E7C1EF967
(bootloader) E64F871FF21B09A0120A302E8B8F6C89
(bootloader) &lt;&lt;&lt;&lt;&lt; Identifier Token End &gt;&gt;&gt;&gt;&gt;
OKAY [  0.069s]
finished. total time: 0.069s
thufir@doge:~/android$ 
thufir@doge:~/android$ fastboot flash recovery twrp.img 
target reported max download size of 1830612992 bytes
sending 'recovery' (21956 KB)...
OKAY [  1.755s]
writing 'recovery'...
OKAY [  0.626s]
finished. total time: 2.382s
thufir@doge:~/android$ 
thufir@doge:~/android$ 
thufir@doge:~/android$ fastboot boot twrp.img 
downloading 'boot.img'...
OKAY [  1.741s]
booting...
OKAY [  0.524s]
finished. total time: 2.265s
thufir@doge:~/android$ 

but what does this mean:

Sideload the LineageOS .zip package:
On the device, select “Advanced”, “ADB Sideload”, then swipe to begin sideload.
On the host machine, sideload the package using: adb sideload filename.zip

(Optionally): If you want to install any additional add-ons, repeat
the sideload steps above for those packages in sequence. info_outline

I should copy the zip file to the phone, then reboot the the phone while pressing the above keys?
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..