I found a way to let Lyx support Xetex.
Note: The method is for windows user
------------------------------------------------------------------------
Firstly:
close Lyx if it runs.
------------------------------------------------------------------------
secondly:
Find the file "C:\Program Files\LyX16\Resources\lyxrc.dist "
and Add the two lines at the end of this file.
\format "pdf4" "pdf" "PDF (xelatex)" "" "" "" "document,vector"
\converter "pdflatex" "pdf4" "xelatex $$i" "latex"
Then, reopen Lyx, you will see a menu item "view->pdf(xetex)".
------------------------------------------------------------------------
thirdly:
Open the file "C:\Program Files\LyX16\Resources\ui\stdtoolbars.inc "
Find the text string: Toolbar "view/update" "View/Update", and add three
lines below this string.
Separator
Item "View PDF (xelatex)" "buffer-view pdf4"
Item "Update PDF (xelatex)" "buffer-update pdf4"
Then, reopen Lyx, you will see there are extra buttons support for
compiling using Xetex.
