Just install the MacTex distribution (http://www.tug.org/mactex/index.html) like any other program on the Mac. It takes the "Unix pain" out of installing dozens of different programs and utilities.
Once you've run the MacTex installer you have a whole LaTex installation on the unix side of the Mac (which you won't see) and a few front-end applications such as TexShop and LaTexIt. Then, and only then, will you be able to use Lyx, which is another front-end and which relies on the whole LaTex installation in the background.
Do this and then the funny error message about which you asked in the other question will disappear (and people stop getting stroppy with you).
.lyxfile into other formats? – E Be Aug 18 '16 at 13:39