Lumen doesn't come with a vendor publisher. In order to use laravel-modules with lumen you have to set it up manually.
Create a config folder inside the root directory and copy vendor/nwidart/laravel-modules/config/config.php to that folder named modules.php
mkdir config
cp vendor/nwidart/laravel-modules/config/config.php config/modules.php
Then load the config and the service provider in app/bootstrap.php
$app->configure('modules');
$app->register(\Nwidart\Modules\LumenModulesServiceProvider::class)
Laravel-modules uses path.public which isn't defined by default in Lumen.
Register path.public before loading the service provider.
$app->bind('path.public', function() {
return __DIR__ . 'public/';
});