It really depends on the shape of the lintel John, but there are several
methods of cladding them. With an H beam the best method is to hammer in
pieces of wood between the top and bottom webs, just wedge them in tight,
and then you'll be able to fix cladding over the front of it.
The next method use the brickwork or what ever face is around the lintel by
fixing wood or metal straps to the brickwork and building a sort of box
around it. You can then clad it with what ever type of finishing you want.
You can also drill and screw battens of timber through either side of the
bottom web and use these to fix front and back stud timbers and then again,
use what ever cladding you'd like as a finish.