It is very strange but I can not find the way how to switch languages in Lubuntu 15.04 when connected to it via XRDP. I've added new language in Preferences -> Keyboard input methods. It opened "IBus Preferences". There in the "Input Methods" tab I've added needed language:
Then I've added keyboard shortcut for switching the language (I've tried a lot of different ones, no one works):
But the switching does not work. First of all it does not react to the shortcut I've specified. And finally it does not type on desired language even if I specify it by clicking the icon in the systray.