From the Apple docs:
Specifying the Program to Debug
First, you need to set the program to debug. As with GDB, you can start LLDB and specify the file you want to debug using the command line. Type:
$ lldb /Projects/Sketch/build/Debug/Sketch.app Current executable set to '/Projects/Sketch/build/Debug/Sketch.app' (x86_64). Or you can specify the executable file to debug after it is already running using the file command:
$ lldb (lldb) file /Projects/Sketch/build/Debug/Sketch.app Current executable set to '/Projects/Sketch/build/Debug/Sketch.app' (x86_64).
A simple Google finds this.