How to set up live audio feed (with lavalier mic)?
First thing is to check whether your audio interface XLR input can supply 48 V phantom power. If the answer is yes, look for a microphone that can be powered by phantom power. If this is not the case, look for an adapter that can power your mic and output to your XLR input.

For your use case, I think that a headset mic would be better than a lavalier one as it maintains the same sound when the speaker moves his head relatively to it's torso. You also are more safe against clothes noise. Most serious microphone makers offer this kind of product. Entry level products can be found from around 100 €.