The only Fuji cameras that are capable of shooting tethered are the FUJIFILM:
Fuji makes 2 different plugins for tethering into Adobe Lightroom
- FUJIFILM Tether Shooting Plug-inWindows ($29.00)
- FUJIFILM Tether Shooting Plug-in PRO
- The PRO version lets you change camera settings as well as some advanced features like Automated Shooting and Assist Tools.
You can tether to your computer and drop in a folder using FUJIFILM X Acquire Tethered Shooting Software. Details can be found here