Yes. The Express simply creates a wireless network, two wireless networks in fact. Any 802.11a/b/g/n wireless device using either 2.4 GHz or 5 GHz wireless channels will work fine.
Assuming your Lenovo is wireless, it will work.
You will need to use AirPort Utility for Windows to configure it:
Its a wireless router - NOT a modem - You need to subscribe with an Internet Service Provider (ISP) operating in your domain (Country).
You normally pay the ISP monthly for Internet access and many/most will supply you with a modem as part of the package.
Most ISPs deliver the Internet access down your existing fixed telephone line - this is either ADSL or DSL and its very common for the ISP modem device to incorporate built on Wifi functionality.
This means you do not need to buy an Airport Express/Extreme at all.
Caveat the "free" modem/routers are frequently prior models and almost always require firmware updates for optimum performance.
However if your chosen ISP delivers your Internet access over fibre cable these companies usually provide a simple modem and to provide the wireless routing an Airport Express may be ideal