The Lua modules are already installed inside of the desired cheat. You do not need to download or install anything. Each cheat has a different way of handling Lua scripts:
Your Lua scripts are placed inside the "plugins/scripts" folder. In fantasy.cmd, type "load my_script_name" to load your Lua script.
Creating another folder inside of "plugins/scripts" titled "auto" will allow you to automatically run Lua scripts upon linkage.
Your Lua scripts are found in your "plugins/scripts" folder. You can load them by going to the "Miscellaneous" tab and manually loading up your script.
Your Lua scripts are found in your "moonlight/scripts" folder. All scripts are automatically loaded from the folder.