There is a Lightroom plugin for tethering your Fuji X series camera, BUT, you have to pay for it, and it doesn’t get the best reviews…
What I do is use the free Fujifilm X Acquire app to tether capture directly to my Mac, then set up an “auto watch” folder in Lightroom. So everything that is captured in the X Acquire app gets immediately imported into Lightroom.
This guy has a nice video on the process here:
-Nate