How can I download OS X Lion to 2015 Macbookpro running Mojave?

Lion cannot be freely downloaded. You can purchase Lion at the Online Apple Store. The cost is $19.99 (as it was before) plus tax.  It's a download. You will get an email containing a redemption code that you then use at the Mac App Store to download Lion. Save a copy of that installer to your Downloads folder because the installer deletes itself at the end of the installation.

Just to note a mac that came preinstalled with a newer OS than Lion cannot install Lion if that was your intention.

Your 2015 mac probably came with either Mac OS X El Yosemite (10.10) or Mac OS X El Capitan (10.11) installed.

So yes you can probably download Lion using the instructions mentioned by Kappy, but you will not be able to install it on your 2015 mac.