Here the steps to install LyX on Windows:

1. Download MiKTeX to provide LaTeX (usually the 64bit version)
2. Select the installation directory and remember the path
   
3. Complete the installation procedure
4. Download and install LyXWinInstaller
5. Press Next until a dictionary list is presented: add dictionaries for your languages
6. Before installing the MiKTeX will be shown:
   
7. Click Install and proceed.
8. You should get an Update popup for MiKTeX, check the connection settings and then proceed and click Next to update all packages
9. After the update close the MiKTeX popup and wait to LyX installation to finish: it should take minutes, to see progress click “See details” so you can see it’s not hanged up but it’s simply fetching different templates you can use later.
10. Select Launch LyX and start using LyX

Now you can enjoy LyX for Windows to create PDF using LaTeX without having to deal with the usual formatting hassles of a WYSIWYG editor.

If you’re a beginner or you want to jog your memory about LyX select Help > Tutorial.

To export to PDF you can user File > Export and then select PDF LuaTeX or PDF XeTeX. In my case LuaTeX generate larger document than XeTeX but both are nicer than those generated by ps2pdf.

Note: If you get some error by MiKTeX regarding SOMETHING.sty, close LyX and in the Windows application finder search MiKTeX Package Manager and run it as Admin. Then look for SOMETHING and install it. This will fix the issue!