Install Lua
From PLplotWiki
In order for the high-class Lua bindings and examples for PLplot to work you must install Lua on your Windows platform.
The simplest way to do this is to first install MinGW/MSYS, then use that compiler and associated build tools to build Lua on Windows with the following steps:
- Download and unpack http://www.lua.org/ftp/lua-5.1.4.tar.gz
