Although your students can sync their lichess games by themselves as explained here, you (as a coach) can also do that. To sync your students’ lichess games, you can go to the ‘Students’ tab of the Academy section, and then click “Edit” across a student:

Tip: If you want to set the lichess username for multiple students, you can make use of the “Bulk Edit” using the Export/Import feature.

You can then input their lichess username and click the “Sync Games” button to sync their games:

After the games are synced, the student will have a new database of his/her lichess games:

Also, the database will be shared with you and other coaches who have been assigned this student. Therefore, you can find your students’ lichess games in “Shared Databases” under their folder: