Do I receive frequent flyer miles by checking in and not boarding?

I will assume that when you talk about frequent flyer miles when taking Lufthansa flights, you are referring to the Miles & More programme. Please edit your question if you are referring to other frequent flyer programmes.

Summary: No, you don't receive the frequent flyer miles for the return portion.

The FAQ on how frequent flyer miles are calculated contains the following entries (emphasis mine):

How are miles credited?

Miles will continue to be credited to you after each flight. For this purpose, the ticket price is allocated to the individual flight segments. Once you have completed your entire journey, the total miles for the individual flight segments are thus equivalent to the mileage amount for the entire ticket.

Can I also earn miles for cancelled flights or flights that I do not take up?

No. Award miles will continue to be credited solely for flight segments that have been flown (a single route with both a take-off and a landing). For further information, please see section 2.3.2 in the General Terms & Conditions.

The FAQ quoted the General Terms & Conditions of Miles & More, which reads (again emphasis mine):

2.3.2 Special provisions for flights

For each actually flown segment of a fully paid scheduled flight operated by Lufthansa, a joint operator or a Miles & More partner company, the member’s account will be credited with miles – subject to Sections 2.3.6 and 2.3.7.

2.3.6 Exclusions from mileage credit

No miles can be credited for certain booking or service classes, special rates such as benefits to industry discount fares (ID, IP, AD, GE, UD, DG, PEPs etc.), for award services, free flights or services for which the member receives benefits under other bonus programmes. For certain other services, a mileage credit may be excluded by prior announcement in the Miles & More communication media. Any mileage credit is also excluded for unused, reimbursed, lapsed or unlawfully obtained documents (tickets, coupons, etc.). The same applies in other cases of non-utilization or the refund of the service qualifying for earning miles.

Since you have not actually flown the return leg (but only checked-in), you will not receive any frequent flyer miles for the return leg. You will get the miles for the first leg though (assuming you have flown it).