Lilies, being Complete flowers, DO have sepals! They have three sepals and three petals. Since they look similar, they may be collectively referred to as "tepals." Just remember that the outer three are sepals, and the inner three are petals. Tulips have tepals too.
Thanks for the clarification. As I understand it, "tepals" is a collective term that covers petals and sepals. Only when they can be clearly distinguished as two obvious categories are the terms sepals (often green and reduced in the open flower) and petals (usually some color and larger than sepals) properly applied. Strictly speaking, undifferentiated monocot flowers would have only tepals. Having said all that - this activity was aimed at grades 3 & 4 - but still better to be correct whenever possible. The activity could also be used to discuss ancestral and derived traits! Thanks for the interest in the activity - this one seems popular - lots of page views, and the kids we did it with were captivated to a degree that I found unexpected.