Hi, Khairy!
I think's not possible put document by LSMW in the RE-FX objects, but, i think have another way to manage your documents on the RE-FX RO and Contract and this way you can put documents in mass, in addition it's more easy to create hierarchy documents structure.
First Step: Find the tool "SAP Records Management", in RE-FX, but you have do some customizings.
Look the transactions "SRMCUSTOMIZING" and "ORGANIZE".
In RE-FX customizing(RECACUST), have in menu Global Configurates for Master Data > SAP Records Manager
Link SRM:
SAP Records Management (aka Netweaver Folders Management) Interface issue with REFX Building records