changing spacing of caption

Unless the exact value of font size is very important, you can use the features of the caption package. (If it is, see Old answer below.)

Go to Document --> Settings --> LaTeX preamble, and add

\usepackage{caption}

If you want to change all the captions in your document to a larger font with added linespacing, add the following line to the preamble as well:

\captionsetup{font={large,stretch=1.3}}

or if you want it to apply to tables only,

\captionsetup[table]{font={large,stretch=1.3}}

caption allows you to customize your captions a lot, see the manual for details.

If you want to apply this to just a single caption, add an ERT within the table/figure float, before the caption, and write the \captionsetup there.

Old answer

I'm not sure why you want this, and I wouldn't do myself, but if you're doing this for a single caption, you can add an ERT at the beginning of the caption containing

\linespread{1.3}\selectfont{}

To change the font size as well, use

\fontsize{11.5}{13.8}\linespread{1.3}\selectfont{}

The second argument to \fontsize is the baselineskip, set to 1.2 times the font size.

This does not, however, change the size of Table 1. To change that you can use the caption package, as explained above, and use labelfont={large}.

In order to make @Torbjørn T. code function correctly, it is extremely necessary to load the setspace package in your preamble (and of course, copy the setspace.sty into the /texmf folder). This is due to we are using the stretch option in the \captionsetup declaration.

Of course Caption Package can change caption's line space, with the stretch option, but it is necessary to load both caption and setspace packages. (Page 38 from: http://osl.ugr.es/CTAN/macros/latex/contrib/caption/caption-eng.pdf )

So, the code would be:

\usepackage{caption,setspace}
\captionsetup{font={large,stretch=1.3}}

Otherwise, only making:

\usepackage{caption}
\captionsetup{font={large,stretch=1.3}}

would not function.