The image link just leads to a 404.
Since I can't see the image, I can only offer general advice. Make sure you're using the latest version of this mod (1.6.1 at the time of writing) and also that you get GZDoom 3.7.2. This is the version Lithium 1.6.1 was designed for, so it's possible the latest releases break it.
You can also get the latest version of Lithium linked by the Github page, which should run with the latest version of GZDoom. You'll have to compile it yourself, though.