Lossless JP2 files (JPEG2000) can be opened with programs like Preview on a Mac, Photoshop, Capture One, or free programs like IrfanView or XnConvert.
Please note that older versions of Photoshop might give an error message when opening the files, however that can be ignored.
Unfortunately Lightroom does not support lossless JP2. If you want to use Lightroom please use a different program to convert the images beforehand. We suggest XnConvert for easy batch processing.