Based on literature, lung does express PECAM1. Generally PECAM1 expresses in cell membrane. Regarding which tissues have PECAM1 expression, here are a few articles citing expression in various tissues:
Brain, Pubmed ID: 15489334
Leukemic T-cell, Pubmed ID: 19349973, 19690332
Liver, Pubmed ID: 19159218, 24275569
Lung, Pubmed ID: 14702039
Platelet, Pubmed ID: 18088087