Is this just the tail?
If it is a whole lobster it is probably already cooked.
If the lobster is whole and has not been pre cooked then I probably would not eat it. Lobster begins to spoil very quickly and must be cooked while a live or killed and cooked right away.
If it is the tail the best way to do it is thaw first, in the refrigerator or under cold running water.
Split the shell right up the back. Bend the shell back and slightly lift the meat out of the shell and lay it on top of the shell. Brush with oil and broil. Broil until the meat is translucent. The shell will turn red.
Do not over cook.
If the lobster is whole and has been cooked split it in half and lay the halves cut side up on a baking sheet and brush with oil and broil until heated through. Do not over cook since it is already cooked.
In the whole lobster the green "gunk" in the center is the liver and can be eaten although many people don't. I would only from a lobster I cooked myself. (from one that I got live, then cooked myself)
Steam it. Either wrap well in plastic wrap and microwave until shell is fully orange-red, or set over a pot of boiling wter w/ a rack over it, and let it steam until red-orange.