This guide will go through the FULL process of installing Lua + MinGW + Luarocks on native Windows. This guide is for those who want to use Lua on Windows without WSL and want everything to work well. By the way, it would be greatly appreciated if anyone wants to make a script that does all of this.
I am only targeting Windows 10/11 in this tutorial, specifically ucrt. If you are using Windows 10/11, ignore this. If you use a different version, you will probably be using msvcrt, so you can skip the steps where I switch Luarocks to ucrt.