Here you can find the precompiled forms of the application.
The Windows version doesn't need further actions: just download, unzip and run.
For Linux, there is two version, depending on the version of libstdc++
On Linux, you might install wxWidgets 2.8.7 (currently), then wxLua 2.8.7.0.
ATAG made a bash script which do this, use it if you want.
The settings sample contains predefined colours and fonts for the Lua editor