Mega Lucario Z is not an official Pokémon form in the main series
If you mean Mega Lucario, obtain Lucario and use Lucarionite in battle
If you mean a fan-made or modded Mega Lucario Z, follow that game or mod’s specific instructions
Check the Pokédex, in-game item list, or mod documentation for the exact method
If you want, tell me the game name and I can give the exact steps