After downloading the SDK, we need to set up our environment.
Moai SDK can be used with any text editor, but if you want some fancy features such as a debugger, you'd need to use one of the IDE's that support Moai SDK. There are a bunch of them, each with different levels of integration. For a complete list, I suggest you visit Tools that work with Moai on Moai's wiki at http://getmoai.com/wiki/index.php?title=Tools_that_work_with_Moai.
In this book we'll focus on using ZeroBrane Studio, since it's open source (you can program it in Lua) and has a lot of neat features that will be useful to us (syntax highlighting, autocompletion for Moai SDK, debugging, and live coding, among others). To install it, go to http://studio.zerobrane.com and download the latest version of the software for your specific platform.