Using
Filetypes

One way to use Lua is to define a special filetype, so that doubleclicking on a file of that type will invoke the lua interpreter to run the file as a Lua program. RiscLua, for example, in its !Boot file has

| filetypes
set File$Type_18c Lua
and

set Alias$lua  rlua:bin.lua %%*0
set Alias$@Runtype_18c Lua
to make this happen. There are variations on this theme: running programs in taskwindows, for example. If a system variable LUA_INIT is defined and has a value of the form @prelude then the interpreter will run the file with pathname prelude before it goes on to interpret further arguments. If LUA_INIT is defined but does not start with @ then the interpreter assumes that its value is Lua code and will interpret it.
Applications

RiscLua has for a long time used a RISC OS application to bundle up its facilities. This has been called variously !lua or !rlua6 but you could name it how you like and use it to define an appropriate structure for holding documentation, the lua and luac executable files, modules, tools and so on.