Assuming that this is a single ticket/PNR and has no stopovers (over 24 hours doesn't count as a connection on an international ticket/itinerary) you check in with UA on the outbound (try to do this with their website just under 24 hours before your departure) and LH for the return (check in for this might open 30 rather than 24 hours in advance of your first segment's scheduled departure time or you might be required to check in at the airport). In both cases, you should get two boarding passes (for both flights in the same direction) at check in.