This article will briefly show you how to install lua on your local machine.
Let's deal first with linux systems:

On Linux Debian Based:

$ sudo apt-get update
$ sudo apt-get install lua

On Linux Arch Based:

$ sudo pacman -Syu
$ sudo pacman -S lua

On MacOS:

$ brew update
$ brew install lua

On Windows you can go to thispage and download it from source.