Generally, anything that the whole inside is made of the absorbant stuff will get wet all over if baby wees enough. Little Lambs do come with a lovely fluffy fleecy liner (fleece lets the wee through and then keeps LO's skin dry) but it only covers the central part of the nappy so if there is enough wee LO will get wet around the sides.
Pocket nappies are usually lined with fleece (so you don't need a separate liner) and the absorbant insert goes in a pocket down the middle of the nappy so wee doesn't go everywhere.
Prefolds will generally get wet all over unless you get certain types like a Flip nappy, which has an absorbant insert down the middle rather than you folding the absorbant part round LO like a fitted nappy.
All-in-ones tend to have most of the absorbant bit down the middle so you can cover that with fleece and LO stays dry.
I tried a few Little Lambs (not their pocket one though) when Leyla was a newborn and I hated them because she was wet all over so I sold them. I've recently tried them again and quite like them now. I think it's because now I've been using cloth for longer, I'm more in touch with how often Leyla will need changing etc so I can judge it better so that she doesn't get too wet.