I've wondered about this, too. Of course, that means I'm taking her comment seriously, and not thinking of it as an example of some very convenient plot device from a less than adequate episode.
I think the whole arc of Clara's various stories about why she needed to go to Devil's Hole show that she was an accomplished liar. She also lied quite convincingly to the hotel clerk when she told him that Joshua Smith was her "dear brother" and that she'd travelled a long way to find him. Given that Clara can lie so easily and so comfortably, maybe she went to see Lom and told him a convincing lie. If Lom really believed that she was some damsel in distress, and was too rich to care for any bounty, maybe he thought it was a reasonable risk to direct her to Heyes. Even as I type this, though, I wonder why Lom wouldn't have contacted Heyes by some method to say, hey, I told this Phillips woman to find you, and that you could help her; I think she's okay.
How would she know about Lom? Well, we don't really know much about Lom's background except that he was with the Devil's Hole Gang at some point, and he later went straight. In the pilot episode, Heyes wants Lom to represent him and Curry to the governor, because Heyes think the governor knows by Lom's example than an outlaw can turn good, and mean it. What it Lom is well-known as the outlaw who turned good? Who knows, maybe there was even a dime novel about Lom's wilder days and his change of heart. He could be famous. If Lom's story was common knowledge only among lawmen and Bannerman, then the Bannerman agency, or some other private detective, might have suggested she contact him. He is a public official, so he's not hard to find.
As far as a lawman dealing with wanted men - well, it seems like lawmen have always had one or two informants among the shadier side of society. Even if Lom wasn't seeing Heyes and Curry regularly, he could very likely have contacts on the wrong side of the law. Had he wanted to get a message to Heyes or Curry, he probably could have done it. In the pilot episode, when Lom realizes Heyes is in his office, Lom pulls his gun and tries to arrest Heyes. That's not the reaction of someone who's been hanging around with his old outlaw friends on a regular, friendly basis!
Finally, did Clara ever mention anything about the amnesty deal? To my knowledge, it never came up. She wanted to find Heyes because he knew more about Devil's Hole than anyone and could be convinced to take her there. As far as I remember, Heyes discussed the amnesty with Big Jim and no one else. I don't believe the amnesty deal had any impact on Clara's decision to seek Heyes out.
After thinking about all this, I wonder why Clara wasn't looking for Heyes and Curry, or just Curry. Why did she focus so much on Heyes? The only way that makes sense to me is if Ben Murphy had the flu that week, so he was written out of the script.
OK, I'm going to bed now. Maybe.