Lua is a SCRIPTING language written in C and is commonly used in game development because of its power and flexibility. Lua is also cross-platform so it can be used anywhere on any platform. Lua can also be used as a programming language with a handy program I use called AutoPlay Media Studio which allows you to create fully fledged applications for the Windows platform. I hope this clears things up for you.
Website: http://www.lua.org.
AutoPlay Media Studio: http://www.indigorose.com.