Do I need to send diplomas with my application?
Yes, send copies with the application and take the originals to the interview.
Should I supply references, letters of recommendation or proof of good conduct?
Previous employers could be asked for a reference. It is advisable to bring original diplomas to the interview, not copies. Letters of recommendation are uncommon in Lithuania, but bring them along if you have them (if in a foreign language, they need to be translated).