Lyx is basically a graphical editor for latex documents. The notes below have been tested with lyx version 1.5.4.
To get a footer on each page of your document, first change the page style to fancy (document -> settings -> page layout -> page style -> fancy). You can now set the footer in the document preamble (document -> latex preamble) by adding one of the following, for a footer aligned left, centre, or right:
\lfoot{The footer text}
\cfoot{The footer text}
\rfoot{The footer text}
If you attempt to view the document (as PDF or whatever) and you get the following error...
Undefined control sequence.
LaTeX Error: Missing \begin{document}.
...then it is likely that you forgot to change the page style to 'fancy' (i.e. Lyx doesn't understand the footer command in the preamble).