In order for the high-class Lua bindings and examples for PLplot to work you must install Lua on your Windows platform.
The Lua build only takes a minute or so. Thus the simplest way to install Lua is to first install MinGW/MSYS (if you haven't done so already). Then use that compiler and associated build tools to build Lua on Windows with the following steps:
To make Lua accessible to the PLplot CMake-based build system, you must put the lua command on your PATH (using "PATH=\$LUA_PREFIX/install/bin:\$PATH") and use the following cmake options for your PLplot build:
The content of this page is available under the GNU Free Documentation License 1.2.
Wiki: Install_MinGW_MSYS
Wiki: Specifics_for_various_platforms