This is an open problem. See
Wikipedia article: http://en.m.wikipedia.org/wiki/Finite_lattice_representation_problem
Palfy and Pudlak's result (see open-source description in Palfy's article Intervals in subgroup lattices of finite groups)
This MO question from 2012: Given a lattice L with n elements, are there finite groups H < G such that L $\cong$ the lattice of subgroups between H and G?