liblzma is in the public domain.

You can do whatever you want with the files that have been put into
the public domain. If you find public domain legally problematic,
take the previous sentence as a license grant. If you still find
the lack of copyright legally problematic, you have too many
lawyers.

As usual, this software is provided "as is", without any warranty.

If you copy significant amounts of public domain code from XZ Utils
into your project, acknowledging this somewhere in your software is
polite (especially if it is proprietary, non-free software), but
naturally it is not legally required. Here is an example of a good
notice to put into "about box" or into documentation:

    This software includes code from XZ Utils <https://tukaani.org/xz/>.