解:(1)因为正比例函数$y = kx(k\neq0)$与反比例函数$y=\frac{m}{x}(m\neq0)$的图象关于原点对称,$A$的横坐标为$-4,$则$B$的横坐标为$4,$又$B$的纵坐标为$-6,$所以$m = 4\times(-6)=-24,$反比例函数表达式为$y =-\frac{24}{x}。$
(2)由图象可知,不等式$kx\lt\frac{m}{x}$的解集为$-4\lt x\lt0$或$x\gt4。$
(3)设直线$AB$的表达式为$y = kx,$把$A(-4,6)$代入得$6=-4k,$$k =-\frac{3}{2},$所以直线$AB$的表达式为$y =-\frac{3}{2}x。$
设直线$CD$的表达式为$y =-\frac{3}{2}x + n,$联立$\begin{cases}y =-\frac{3}{2}x + n\\y =-\frac{24}{x}\end{cases},$得$-\frac{3}{2}x + n=-\frac{24}{x},$$3x^{2}-2nx - 48 = 0。$
设$C(x_1,y_1),$$D(x_2,y_2),$则$x_1 + x_2=\frac{2n}{3},$$x_1x_2=-16。$
$S_{\triangle OBD}=S_{\triangle ODF}+S_{\triangle OBF},$
令$y =-\frac{3}{2}x + n$中$x = 0,$得$y = n,$即$E(0,n);$令$y = 0,$得$x=\frac{2n}{3},$即$F(\frac{2n}{3},0)。$
$S_{\triangle OBD}=\frac{1}{2}\times\frac{2n}{3}\times6 = 20,$
$2n = 20,$
解得$n = 10,$所以直线$CD$的表达式为$y =-\frac{3}{2}x + 10。$