Windowless Lua does not create a console window.
It runs invisible for user.
Please note that "windowless" means "doesn't have stdin, stdout and stderr".
You will not be able to see error message.
io.read(), io.write() and print() in your Lua script will not work.
But in some situations invisible Lua is just what you need very much.
For example, to avoid a GUI application (especially a game) to lose input focus when some background Lua script is started.