The first problem I had was that the Qtxxx.dlls could not be found. I think I
have to change the cpath but since lua for windows comes with a lot of addons
I did not find the right file to change it. So to test it I copied the dlls
to a place that is included in the cpath.
There are two sets of shared libraries - ones meant for Lua (bindings, lowercase, qtcore.dll, qtgui.dll, ...), and Qt ones (mixed case with number, QtCore4.dll, QtGui4.dll, ...).
Lua DLLs should go to %LUA_DEV%\clibs, which is where Lua looks for the bindings.
Qt DLLs should go somewhere where Windows can find shared libraries [1]. I personally have one directory where I put my custom applications and libraries, and I have it in %PATH%. I put my Qt DLLs there.
Doing so I get the following error message when trying to load an example:
The procedure entry point _Z5qFreePv could not be located in dynamic link
library QtCore4.dll