In case you are wondering what is LyX, see here.
To add a new custom class into LyX (Windows), it can be tricky as it is non intuitive. Here’s a small tutorial on how to do it.
1. Copy the xxx.cls file in ~\miktex###\tex\latex\
(where ### is the version (may or may not exist))
2. Make a layout file matching the class file (xxx.layout) like this (you may add extra settings), replacing xxx by your class name in the layout file:
#% Do not delete the line below; configure depends on this
# \DeclareLaTeXClass[xxx]{article (xxx)}
# Input general definitions
Input stdclass.inc
3. Copy this file to the \Lyx###\Resources\layouts\
4. Go to Start > Run ; type in ‘cmd’ and press enter ; on the command prompt type ‘texhash’
5. In LyX, do: Tools > Reconfigure ; Restart Lyx.
Now you should be able to use the document class in LyX as usual: Document > Settings > Document Class > Document Class > xxx