Most of the gene ontology database or repositories or tools only cover protein_coding biotypes. I would recommend you to separate the protein coding genes from your analysis and perform gene enrichment analysis only for those. Though there are some specialized database annotate gene ontology or functional terms from lncRNAs. Unlike protein coding genes, lncRNA numbers are increasing drastically and there is no consistency in naming of lncRNAs between repositories, I would not prefer to perform functional enrichment analysis using lncRNAs.
Check out Gene Set Clustering based on Functional annotation (GeneSCF) to perform enrichment analysis using your protein coding gene list.