An lha file is a compressed archive, similar to a .zip file.
Have a look on aminet (list of mirror sites
here)
for command line or GUI`d decompressors.
As for other "amiga specific" stuff, they can include .lzx (similar to .lha),and .dms (compressed disk image).
.adf and .adz are also a common way of distributing floppy images, mainly used by the UAE emulator, but it`s possible to use/ convert them on a real amiga too.