Installing the payment module
The Lyra Collect payment module is installed via Magento Module Manager (or Component Manager, depending on the version).
As for all the other extensions, make sure you have configured and activated the job scheduler (crontab) as explained in the Magento documentation:
http://devdocs.magento.com/guides/v2.0/config-guide/cli/config-cli-subcommands-cron.html