LuaForge is the major repository for user-contributed tools in sourcecode and compiled versions, and includes LuaBinaries (project homepage), which are pre-compiled Lua libraries and executables. lua52.exe is the console-based interpreter, wlua52.exe is similar to lua52.exe but provides no console output (which means you'll need to write a GUI to interact with the invisible interpreter); luac5.2.exe compiles a Lua source file into bytecode; bin2c5.1.exe turns Lua bytecode into C (?). Those command-line executables are just clients of the lua*.dll libraries, just like sqlite3.exe is the command-line version of the sqlite.dll.