The incident is reported to have happened on High Street, in Leadenham between 10.30pm on Monday (November 20) and 7am this morning (Tuesday).
Police are asking if anyone saw anything unusual or someone acting suspiciously in the High Street area overnight.
Any information, no matter how small, can help to progress inquiries. If you can help, contact PC Michael Rimmer by emailing: Michael.Rimmer2@lincs.police.uk quoting incident 42 of November 21 in the subject line. Or call police on 101, quoting the incident number.