Linux – How to install package from a .tar.lz file

I'm using bash (Cygwin, specifically). I'm trying to install GNU dd_rescue, which comes in a .tar.lz archive file.

When I use:

tar -xzf ddrescue-1.22.tar.lz

…it returns with the following error:

gzip: stdin: not in gzip format
tar: Child returned status 1 tar:
Error is not recoverable: exiting now

When I use:

tar --lzip -xf ddrescue-1.22.tar.lz

…it returns with:

tar (child): lzip: Cannot exec: No such file or directory
tar (child): Error is not recoverable: exiting now
tar: Child returned status 2
tar: Error is not recoverable: exiting now

How can I extract and install a package from an lzip archive file?