This is how I would start.
Using a tripod, set the shutter on bulb with the lens at a middle f-stop. Cover the lens opening with a black opaque cloth or card and remove it for lightnihg strikes.

1. tripod is a must
2. long shutter speeds are a must 15-30 seconds work REALLY well ( best chance of capturing a bolt or 2)
3. compose the scene and remember to include cool foreground material. A picture of a bolt is cool but a well composed scene that INCLUDES a bolt is much better
4. If shooting digitally then do some test shots and establish the proper exposure before you start trying to shoot the lighting. The actual bolt will not cause the shot to overexpose.
5. if shooting film,...a nice exposure like 30 seconds @ F/16 @ ISO 64/100 will expose a nice citiscape lit by tungsten lights etc...and capture the bolt well.
6. unless the lighting is REALLY predictable...then compose for a fairly large area of sky to increas your chance of success
7. If your camera can be set to long exposures manually like 30 seconds...then let it take the shot and set it off with a self timer or cable release. If your camera requires bulb mode for a shot that long then use a cable release.
8. be careful...lightning can kill you and the worse yet, it might hurt the camera :-)
9. set white balance for tungsten light or shoot raw....or use tungsten film....

good luck.....just FYI...this setup is exactly how you take fireworks pictures as well.

the example photo taken from a parking garage...second floor. F/16 @ 30 seconds Fuji 64T film Mamiya RB67 with 50mm lens.