Does SRX support for VXLAN? I've been searching the document about it with no luck.
VXLAN is not supported by SRX. You will need either a MX or QFX to handle this.
You can find more information in the feature explorer: https://apps.juniper.net/feature-explorer/search.html#q=vxlan
There you can also scroll/search through supported features on the different platforms.