You write Mathematics in LyX the usual way (see, for example, the Tutorial and the User's Guide that come with LyX). There is absolutely nothing special you have to take care of. Here is an example:
Whatever you type in math, it will be typeset by TeX and be available in all formats - HTML, PDF, PS and RTF! Isn't it great?
You should nevertheless read Section 10.1 to ensure that you installed the necessary software for math processing and Chapter 10 to get an idea of what is going on in the background. There are more Mathematics examples for LyX in Section 10.2, where the subject is discussed in more details.
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