Hi Edward,
I don't believe that LyX has this built-in, but you can use the package
directly from within LyX, exactly as you would use it in LaTeX. Add the
package name to the LaTeX preamble (Documet > Settings > LaTeX preamble):
\usepackage{...}
Then, you can create links by inserting code with the TeX Code Inset (Insert >
TeX Code). I've never really used this particular package, so I don't know how
complicated it is. If it's somewhat ugly, I could possibly help create a module
to simplify things.
Cheers,
Rob Oakes