The LyX file you link to is indeed a valid .lyx file. To use it, do the following:
- Download the file. The easiest way to do this is to just run
wget "https://raw.githubusercontent.com/jarcane/bedroom-wall-press/master/hulks-and-horrors/HnHCompanionI.lyx"
Open the file in LyX.
Compile to PDF by clicking on the "eyes" icon, or by going to File > Export > PDF (pdflatex) in which case a .pdf file will be created in the same directory as the .lyx file.
Note that you the .lyx file depends on other files. For example, there is an image included in the .lyx file with a path "C:/Users/BearBear/Google Drive/Hulks and Horrors B&W Logo for Print.png".
It is possible that you won't be able to compile the document because of the missing .png or because you do not have a complete TeX installation. In this case, you can simply read the document in LyX. It is not as pretty as in the PDF but it is certainly readable in my opinion.