I'm not super familiar with nwnx_lua on windows, so I'm not sure what that error is. Do you have lua52.dll in your nwnx/NWN directory?
It look like it's similar to nwnx_ruby where the nwscript->nwnx bridge is something like:
SetLocalString(object, "NWNX!LUA!sexec", "some string with lua code to execute");
where object becomes OBJECT_SELF in Lua scripts.
so like
SetLocalString(object, "NWNX!LUA!sexec", "print(OBJECT_SELF)");
That's how you'd call the Lua print function. The string value could be replaced by any lua script tho. Think of the string value as the script tag in html with an OBJECT_SELF.
The library is linux only so far, but with ScholarMidnight's new unified NWNX infrastructure it might be possible to port. I took a significantly different approach to things because I wanted Lua to be and feel first class.
So in my system ExecuteScript("script_thing", object) maps directly to the Lua
function script_thing(object)
...
end