What you actually want to say is
Wie komme ich zur Lorenzkirche
This means: how can i reach it; independently of what I am doing then: entering it, climbing its roof, or whatever.
For the meanings of in die and auf die see Infinitezero*s answer on this page. But please be aware that you have to use a definite article:
Wie komme ich in die Lorenzkirche?
You could say that when you find it with closed doors and you are wondering what to do to get access into the church. If you leave the die out, people would understand you anyway, but they would immediately understand that you do not speak the language well.
Wie komme ich auf die Lorenzkirche?
You could say that when you wanted to climb its roof. A fire fighter could ask this question when the church is burning and he needs to climb it to fight the fire from above.
Fun fact: You can also say
Wie komme ich auf die Lorenzkirche?
when that church came just to your mind, for no obvious reason, and you wonder why it did. Auf etwas kommen means "to come up with something", e.g. something like an an idea"