NEWBIE Question: Windows Interpreter?

Sorry for a newbie question. I am not a programmer, but would like to learn how to create LUA scripts.

Is there a Windows Interpreter that I can install and use to run my scripts? The output results of the scripts would go to a window (e.g. using print command).

I found a compiled windows library here:

http://luabinaries.luaforge.net/download.html

However, I am not sure if this is what I need? It contains a file called "wlua5.1.exe". However nothing happens after executing it..??

On the other hand, I was able to run, what appears to be a DOS interpreter by executing lua5.1.exe. If I type: Print ("Hello") at the command prompt, the response is

> Hello

If I have my script in a file (e.g. test.txt) how would I execute it using the DOS interpreter?

Is there any documentation for a newbie like me....?

TIA!