I've downloaded lpeg source code from http://www.inf.puc-rio.br/~roberto/lpeg/lpeg-0.12.tar.gz How to get the dll? I can't do it with the makefile included. I'm using mingw32.
You can use this simple batch file running from lpeg folder:
set LUA_DIR=D:\lua-5.2
gcc -O2 -shared -s -I %LUA_DIR%\src -L %LUA_DIR%\src -o lpeg.dll lptree.c lpvm.c lpcap.c lpcode.c lpprint.c -llua52
Just set LUA_DIR folder to the folder with your Lua installation; it works with both Lua 5.1 and Lua 5.2.