e not using the usual Unix tools, then the instructions for
  building Lua depend on the compiler you use. You'll need to create
  projects (or whatever your compiler uses) for building the library,
  the interpreter, and the compiler, as follows:

<DL CLASS="display">
<DT>
library:
<DD>
lapi.c lcode.c lctype.c ldebug.c ldo.c ldump.c lfunc.c lgc.c llex.c lmem.c lobject.c lopcodes.c lparser.c lstate.c lstring.c ltable.c ltm.c lundump.c lvm.c lzio.c
lauxlib.c lbaselib.c lcorolib.c ldblib.c liolib.c lmathlib.c