You need to build the lzf filter and make it available to HDF5.
The h5py repo has some information on how to do this.
Basically you need to clone the h5py repo, build the lzf filter as a shared library and then put it into /usr/local/hdf5/lib/plugin and optionally point the environment variable to that location:
git clone https://github.com/h5py/h5py.git
cd h5py/lzf && gcc -O2 -fPIC -shared lzf/*.c lzf_filter.c -o liblzf_filter.so
mkdir -p /usr/local/hdf5/lib/plugin
cp liblzf_filter.so /usr/local/hdf5/lib/plugin
You can then test it with h5dump dataset.hdf5. If the lzf filter is properly detected and loaded it should dump the contents of the compressed dataset. If not it will show an error.