LuaInterface for Lua.NET is only a wrapper to call lua code and the other way around from any .NET language (same way as it works with c++ code). The real thing (IMO, I am really waiting for it ^^): Lua2IL isn't released yet. This would enable you to use Lua as a .NET language and not only write code directly in VS, but also call it from any other .NET language natively.

If you just want to code/display some lua in VS simply use LuaLite Syntax Highlighting: http://www.sjbrown.co.uk/lualite.html

A nice standalone compiler/interpreter for Lua is QDE: http://www.quotixsoftware.com/qde_index.htm

Generally, if you want to incorporate new languages into the Visual Studio IDE, you need the Visual Studio Industry Partner Program. It used to cost $10,000 and involve lots of really heavy ATL/COM C++ code, but now it's free and you can do most of it in a managed language like C#.