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I have to make an article with lms.cls. But I am not able to proceed, as there is error when compiling which is “lms.cls does not exist”.

egreg
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user32008
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    Welcome to TeX.SX! The lms class is not included in the main TeX distribution; you can download it from http://www.lms.ac.uk/publication/au-instructions#LaTeX – egreg Jun 10 '13 at 13:03

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The document class of London Mathematical Society lms isn't available at CTAN and so it can't be part of any TeX distribution. However you can download the document class at the website of London Mathematical Society: lms.cls

After downloading you can either put the files in your working directory or install them in your local texmf-tree as e.g. described here: Where do I place my own .sty or .cls files, to make them available to all my .tex files?

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Marco Daniel
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