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This may give some pointers:

https://github.com/JohnHind/Winsh.lua

It is probably a lot more bloated than your aim but maybe less bloated than alternatives (a self-contained EXE comes in at around 1MB). I did not manage to generate much interest in this at the time, but have continued to develop it and use it personally. If there was any interest I would update the GitHub.

Certainly it would not be difficult to make an installer for basic (command-line) Lua using VS Community Edition. If you want even a very simple GUI you need some kind of library/framework (I used WTL which is very light-weight, but somewhat outdated today).

------ Original Message ------
From: "Russell Haley" <russ.haley@gmail.com>
To: "John Hind" <john.hind@zen.co.uk>; "Lua mailing list" <lua-l@lists.lua.org>
Sent: 17/05/2017 17:19:55
Subject: Re: [ANN] Windows MSI Installer for PUC-Lua - Proof Of Concept

On Wed, May 17, 2017 at 10:11 AM, John Hind <john.hind@zen.co.uk> wrote:
The Lua source distribution builds and runs just fine on Visual Studio (Community - free - Edition) on Windows 10. At least VS 2015 and 32-bit, I've not got around to rebuilding any of my projects with VS 2017 yet and do not really see the point of a 64-bit binary (32-bit runs fine on 64-bit Windows). Just dump the source files into an empty Win32 C++ Console project (File|New|Project|Other Languages|Win32|Win32 Console Application) and you are good to go. You may need some linker settings to make it truly stand alone as it will probably depend on "Visual Studio Redistributables" by default, although if you let VS make the installer package it will install
 those too if necessary.

Microsoft are hopeless at adopting their own snake-oil and despite promoting C# and the CLR for years now most of their own code base is still C++ so
 that still gets first-class tooling in VS.

The problems using Lua on Windows start with third-party libraries and the
 Linux-inspired distribution formats. Unlike most library developers,
Roberto's team have done an excellent job making Lua sources compile without
 change just about anywhere C is spoken.

Thanks for the input!

I am now seeing the complications of including LuaRocks and other
applications and libraries. I understand why the other distributions
for windows have become bloated because there is so much dependency on
linked libraries and external dependencies. I think my focus is
changing. I want to provide a dead simple installer for installing the
latest PUC Lua on any Windows machine. I'll look at other optional
items like LuaRocks (i.e. chaining lr4win) if I get the basics done
first.

I have to say for a beginner, ZeroBrane is an excellent option as it
simply downloads and works. It also has lots of tutorials and examples
that run right through the UI. Nice job Paul! I wonder out loud if
there is a way to run Lua outside the IDE or deploy solutions.

Russ