This option add the relevant files to let your package use lgtm, a web service that will extend pylint and check on the validity of your code. This option install local configuration files but you still need to register by hand. Have a look at the Lgtm Documentation:
(dvlpt)$ pmg add lgtm
(dvlpt)$ pmg rg
$ git add --all
$ git commit -m"added lgtm support"
$ git push