Hello Gerasime,
1. The only feature which is tightly tied to the Apache web server is the .htaccess Maker. Lighttpd doesn't "understand" .htaccess files so creating one should have no effect. If unsure, ask your host if their server supports .htaccess files. Do note that in absence of .htaccess support you won't be able to use proper SEF URLs, i.e. SEF URLs without the index.php in them.
2. I consider the .htaccess file generated by .htaccess Maker to be an essential factor in securing your site. It is designed to forbid anything from being accessible unless it's a known media file type in a location which is supposed to be public, Joomla!'s own index*.php files or something you specifically add to the list. This is designed to protect your site against the execution of malicious scripts which have been written / uploaded to your site in any way. Asking your host about the possibility of supporting .htaccess files or somehow translating .htaccess files to lighttpd configuration files would be a good idea.
Nicholas K. Dionysopoulos
Lead Developer and Director
🇬🇷Greek: native 🇬🇧English: excellent 🇫🇷French: basic • 🕐 My time zone is Europe / Athens
Please keep in mind my timezone and cultural differences when reading my replies. Thank you!