JabRef can send bibliographical reference to LyX by just pressing a button. For this, put in LyX Preferences > Paths > "LyXServer pipe" the line
save and reconfigure LyX.
Then from JabRef select any reference (which has a Bibtexkey), press the LyX button, et voila! Of course, it is assumed, that you have inserted a BibTeX database in the file (or in a master file of the file).
This is for Linux. For other systems, pls check the respective variable definitions.