That depends on what you mean by "disabled".
If you have Lua support compiled in (with a '+' by the Lua options in :version output) then you just need to install the correct version of Lua to match what Vim was compiled with, and possible set up some paths.
If you do NOT have Lua support compiled in already, then you must compile your own or get a different installation that already has it.
Try some of these if you're on Windows: http://vim.wikia.com/wiki/Where_to_download_Vim
Thanks