But how do I make them appear automatically as footnotes in LyX, when I add citations using the built-in citation manager?
LyX (till the version 2.2.0) didn't provide native support for BibLaTeX yet, but if you see here: https://wiki.lyx.org/BibTeX/Biblatex you'll find how to use the built-in citation manager with BibLaTeX with some little tricks.
In pratice you leave the the BibTeX inset (Insert→List/TOC→BibTeX Bibliography...) in a LyX note or comment, in this way LyX thinks you are using BibTeX while you are using BibLaTeX!
Remember to insert
natbib=true as a BibLaTeX option, it gives the alias for
\citep (used by the citation manager).
Update (December, 2017)
The LyX developers have recently announced that from the 2.3.x Series, LyX has native support for BibLaTeX. By now they have only published a 2.3.0 release candidate, but the official one is coming soon.
Directly from the new feature list:
Biblatex support is not comprehensive in the sense that each and every of the many features of the package is (already) natively supported via the GUI, but it is now possible to
- select Biblatex alternatively to "Basic", "Jurabib", or "Natbib" in the Document Settings,
- set bibliography (*.bbx) and citation (*cbx) style files (LyX will propose sensible defaults for author-year and numerical),
- set arbitrary biblatex package options via a simple line edit widget, -set options to the \printbibliography command via a simple line edit widget in the Bib(la)TeX inset dialog.
For further details, click here.