When I typed "lua", it shown:
E:/msys64/usr/local/bin/lua.exe: error while loading shared libraries: lua54.dll: cannot open shared object file: No such file or directory
BTW, on the forum you asked your question yesterday, there is a big thread about installing Lua on Windows
how to do then if I want to make a script for an esp8266 module on lua?
Standard Lua is not enough to write programs for esp8266, as additional Lua libraries are required.
Probably, you should run a NodeMCU image inside VirtualBox and write Lua programs there.
This question is better to ask on esp8266 community forum.