After reading Pierre Chapuis' post "Continuous Integration for Lua with Travis" [1], I took the oportunity to provide something similar for AppVeyor CI [2].
AppVeyor is a continuous integration service, free for open source projects, similar to other well known services like Travis CI. The difference is that this service provides workers with Windows installed.
lua-appveyor-example is a "skeleton", providing an example of how to integrate your repository with this service, so each time you push new changes, it can be tested against different Lua versions, running on Windows.
The example is itself integrated with AppVeyor, so you can already see it in action here:
Regards,
Ignacio