From Lithuania:

The easiest way is to travel by aeroplane from Palanga to Berlin with stop in Riga (Latvia) or Copenhagen (Denmark) and then from Berlin to Szczecin by car/bus/train.

From Germany:

From Berlin (by car) via A19, B105, Warnowtunnel (Maut). 

From Berlin (by bus) - you can select one of many companies offering bus transport (https://www.interglobus.pl/, https://www.flixbus.com/, berlineks.com ).

From Berlin (by train) - you can get to Szczecin main station (Szczecin Główny) from Berlin-Lichtengerg. Travel takes approximately 2 hours. Check http://pkp.pl/ for schedules and tickets.

From Sweden (by ferry and train) ferry from Karlskrona to Gdynia (Stena Line operator - check https://www.stenaline.se/ for schedules and tickets). Then, train from Gdynia to Szczecin (check pkp.pl for schedules and tickets).