Linux

A Lua project needs no compiler. Download the Lua bundle for linux-amd64, unzip it, and put your script where the executable looks for it:

my_game/
├── data/
│   └── main.lua
└── natiny

./natiny

natiny runs data/main.lua from beside itself, so relative paths inside the script mean the same thing whichever directory you started it from. Name another file to run that one instead:

./natiny data/experiment.lua

To ship, ship the folder. The executable needs X11, OpenGL and the C library, which any desktop Linux already has.

linux-arm64 and linux-i386 bundles exist too, and work the same way.