If someone said lube pedals, I'd personally think grease the bearings....
Anyway, pedals off...wire brush the threads, grease and re-install. Are the pedals loose? If so tighten the internal bearings with a 6mm allen key and 12?mm socket.
They are cartridge bearings though...so if the bearings are shot it would be a replace job most likely. Pedals aren't the most liekly thing to creak so if your bike is still noisy after you've done the above, swap them out for some good pedals....probably your BB I reckon or possibly loose cranks ( in that case grease the bb shell, clean the threads.....remove cranks, clean splines/tapers and lube if ISIS drive ) .
Cheeeeers