Not the OP, and not a Windows user at all (100% Linux, except for OSX buildservers..) but I can answer as an experienced Lua developer the "IDE Question" in two ways, for Lua scope of application, as well as developer-style, is universal:
In a GUI scenario, I use SublimeText for all lua projects and as a cross-platform, 'responsible editor', it provides a nice development enviroment. You can set up buildtools, run them, get output, etc. Generally for my needs it works fabulously. File->Open {directory of main.lua}, then everything works - Global Definitions, Refactoring, etc. Find definitions, see global usage, etc. Code-Completion gradually starts to work more and more, but I don't rely on such 'features' in an IDE. I feel comfortable with little help from an IDE.
In a non-GUI scenario (embedded), I use vim+cscope as my principle IDE. Same idea as ST - open the folder containing main.lua, work from there. Cscope works for Lua, and is also amazing if you do FFI hacking, too .. well generally cscope is my grep, but if I don't have it, of course grep works too ..
