Lua with Visual Studio

soz m8 cant help i tried using an open sorce LUA once i got nowhere try and find a LUA sdk

I'm sorry but that's nothing to do with VS or LUA, you just haven't got your paths set up properly so that the project can find the appropriate headers (or you just don't have them)

When I dl Lua, do I need to actually compile it, or do I just need to set my paths correctly to include the Lua files?

I'm not sure if you're using C#/.NET, but here's what I have done with C++ (although I'm using Dev-C++, I do also have the commandline MSVC 2003 .NET, so I know that it's the same).

Downloaded luaxlib.h, lua.h, lualib.h and placed them in the include folder.
Downloaded lua-5.0.lib and lualib-5.0.lib and placed them in the lib folder.
Downloaded lua-5.0.dll and lualib-5.0.dll plus lua.exe and luac.exe (for compilation to bytecode for faster loading) and placed them in the C:\WINDOWS directory (any directory included in the enviroment paths will do fine, like C:\WINDOWS\system32), but you also need to include them with your program if you distribute it since the end users probably don't have it.

After that, Lua worked perfectly, and I haven't had any problems with the paths (yet :-P).

Your error "cannot open include file: 'lauxlib.h'" sounds like you're not placing the files correctly in the include folder (you cannot placed them in a subfolder and then use #include <lua.h> unless the path is predefined in the project options).

You will need to either compile it, or get Lua Binaries

Good Luck!