Can we do it with AMD rx series ?
You can. But CCMiner (the one used in the guide) only works with Nvidia cards. For AMD cards, you will either need to download
SGMiner for Windows or
GoMiner.
Those are the command line examples for each one of them:
./sgminer --algorithm=sia --url=stratum+tcp://us-east.siamining.com:3333 --userpass=YourSiacoinAddress.WorkerName -I 28./gominer -url stratum+tcp://us-east.siamining.com:3333 -user YourSiacoinAddress.WorkerNameSource:
https://siamining.com/help