Lua does not have a certified IDE or compiler to come with it. You usually run lua code from a lua command line / lua file which will handle the tasks you are attempting to create.
Downloading
Lua has a website where you can download their tools which will allow you to write and execute lua code: https://www.lua.org/download.html
Using lua console
After you download the file, put it in a file location anywhere on your computer, in order execute lua code; the first method is to open the lua console and simply type out your command: https://prnt.sc/ibw97h
Another method you can use, is make a .txt or .lua file, write your code in that, then you can drag and drop the file onto the lua console to execute it: https://prnt.sc/ibwa2f
Installing lua system wide
Add lua in the environment variables by adding the path from where it's installed. After doing this you can open PowerShell and enter lua53.exe to open lua.
Additional details
Although these is what lua directly offers, there are other third party alternatives of compiling and executing lua code. Examples of these can be found if you search for them.