lsass.exe is a legitimate windows system file/ process. If you search your hard disk for lsass.exe you may find its mention at C:\Windows\system32, C:\Windows\system32\dllcache and C:\Windows\SoftwareDistribution\download\.. folders. If you take your mouse pointer over the filename, you will see a small tooltip that says
In Folder: C:\Windows\System32
You will also see a process lsass.exe running in the task manager. Virus makers use this file name, usually they save it in different location other than the default, so that the user does not get suspicious after seeing the process/es of this name running in the task manager. You will need to use special tools such as Windows Defender or Sysinternal's process explorer to find out the actual path of a process seen inside task manager.