This Lua tutorial is designed to help game programmers start out with the LUA API, it includes a step by step on how to compile it and unlike this page it was not written at 1 am in notepad, ok most of it wasn't.

I have 3 versions online pdf is the recommended version but I also have an html version from word that may look terrible on non windows machine, and the original word doc

Most importantly a fully copy of the source code and project files can be found here , just remember extract the contents to c:\lua and make sure you have the lua 5.0.2 source at c:\lua\lua-5.0.2\

If you have any questions feel free to contact me at luatut (at) phansoft.ca