If you walk round the front of the cathedral, away from the square along T Vrublevskio g. heading towards the National Museum you will bump into them on your right. If you look closely you can see the building work on the Palace of The Grand Dukes behind them.
The second photograph (taken this Summer) shows a different view with the museum in the background and the statue of King Mindaugas.
There are three of them and Lithuania’s a predominantly catholic country so I’m guessing they are the three Kings celebrated on Epiphany in January.
I was once in Vienna on Three Kings Day and discovered that all the shops were closed and there were hordes of children dressed up as the kings or wise men.