In your server's plugins directory (plugins/), place MCLuaBukkit.jar.
Reload your server (or start it if it wasn't running).
Optional: Find some Lua plugins (check our forums) and place them in MCLuaBukkit's data directory (plugins/MCLuaBukkit/). Then, reload the server again.
Optional: For a list of Bukkit API functions, open API-Reference-Documentation.pdf.
Optional: For instructions on building MCLuaBukkit from source, open README.txt.