Wolfgang Engelmann schrieb:

I try to run pdflatex on a terminal to get an aux file (and to run the tex file without lyx, because I have difficulties with it under lyx).
Apparently all the figures have to be in pdf format.

No pdflatex can embed PNG, JPG/JPEG, and PDF (perhaps also GIF).
But LyX does the conversion to these formats automatically for you in the background. So view your file in LyX (even when it might fail) as PDF and you can take the converted images from the temp folder LyX created.

regards Uwe

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