So I've been searching everywhere and I'm completely stuck right now. Initially I just installed the binaries which came with luarocks.exe and luarocks_admin.exe but with that there was no config file so when I go to install the luarocks-mysql module, luarocks was unable to find the lua library and said I needed to set the LUA_LIBDIR variable in the config. I can't make changes to the luarocks config though because it either doesn't exist or I can't find it.
After getting this problem I went back to install the luarocks all in one package but I'm unable to follow the instructions because I can't find the install.bat file that they were talking about. Sorry if this is a lot but I'm just running into a bunch of problems right now.
EDIT: Just use Ubuntu, it's 100 times easier.