This is a tutorial for those of you with absolutely no prior experience in Lua. It's titled Learn Lua the Hard Way and parodies (but not ridiculing) a work of similar title aimed at Python beginners.
The tutprial by TKD is getting a bit old to be honest, but it's still valid. However it is missing quite a bit of stuff in it, it's more like 'Lua for Beginners that will never go further than this.'
@Starkkz:
look into Love2D, it uses Lua to interface with the graphics layer (actual rendering done at the driver or software level depending on the pipeline supported by the OS) so it's both fast and easy to use.
Also, as Banaan pointed out, you can use an inhouse solution (tecgraf is the developer of Lua) or you can simply modify the main function of lua.c to redirect execution flow into your custom lua program.
@Starkkz:
look into Love2D, it uses Lua to interface with the graphics layer (actual rendering done at the driver or software level depending on the pipeline supported by the OS) so it's both fast and easy to use.