You can just double-click on your Lua file. If you right - click on the file, choose 'edit' and SciTE will open and allow you to run and debug. Hope this helps. Specific questions should be asked on the Lua mailing list (http://www.lua.org/lua-l.html). Lua for Windows is just a distribution of Lua, so you wont get your questions answered as well/fast.
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Regards,
Ryan
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