How do I install a kernel module in an LXC guest machine?

Short answer is, you can't. LXC containers share their kernel with the host's and by default aren't allowed to load modules (as this would be pretty dangerous).

The standard recommendation is to have any module loaded on the host prior to starting the container. You can either do that with a good old init script or by using an lxc hook (see my recent post here for details: https://www.stgraber.org/2013/12/23/lxc-1-0-some-more-advanced-container-usage/)