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Download the latest Lua and LuaJIT sources
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Create temporary folder for Lua sources.
I assume you would useC:\Temp\folder. - 
Visit Lua FTP webpage and download the latest Lua source archive, currently it is
lua-5.4.3.tar.gz 
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- Use suitable software (7-Zip, WinRar, WinZip or TotalCommander) to unpack the archive.