If you want to use LUA as a script language you can simply create an external dll that you can include in engine like third party library.
In order to do this you can download from here the implementation of LUA https://www.lua.org/download.html. In this library you can find an interpreter already implemented. In this way you can create your own lua interpreter dll and use it from Unreal as third party library.
Another advantage of this approach is that you can extend LUA language with your custom call and you they in your script.