I have found XeTeX the best for foreign font output.
I use the following under Document|Settings|LaTeX preamble:
% required for xelatex
\usepackage{doc} % defines \bibtex macro
\usepackage{fontspec}
\usepackage{xunicode}
\usepackage{xltxtra}
% apparently for fontspec, not sure if actually needed
\defaultfontfeatures{Mapping=tex-text}
%: --- set up commands for different fonts for each language.
%: --------- thai font
\newfontfamily{\TH}[Scale=1.2]{Norasi}
\newcommand{\thai}[1]{{\TH #1}}
%: --------- chinese
%\newfontfamily{\CH}[Scale=1]{LiSong Pro}
\newfontfamily{\CH}[Scale=1]{AR PL UMing CN}
... once you have that, under 'Edit|Language' you can select Thai and
it should come out, assuming you have the Norasi font.
- Walter
