Lufthansa has premium economy, so if you change from a United flight, you should also find yourself in premium economy on Lufthansa. However, Lufthansa does not offer free advance seat selection in premium economy, so you will have to pay for it (see
https://www.lufthansa.com/ae/en/sitz...meconomy-class ).
See
How to upgrade with UA miles on Star Alliance carriers for how star alliance upgrades work.