If I have my script in a file (e.g. test.txt) how would I execute it
using the DOS interpreter?
That's the interpreter; you're one step away. Once you're in the prompt, you can call dofile("test.txt") to run the contents of your file. Or you can launch Lua and run your script at the same time, by giving the file name as an argument:
lua5.1.exe test.txt
Also, it's not really running under DOS, it's just a console window running in Windows. (Looks like DOS, but technically isn't!)
Is there any documentation for a newbie like me....?