Add the Lua library statically in your app. Make sure your app exports
the Lua API symbols. In Linux, you have to use -Wl,-E when linking it.
The instructions for Windows are different: you need a Lua DLL and you
don't link Lua statically in your app.
See also http://www.tecgraf.puc-rio.br/~lhf/ftp/lua/install.html .