I did not try on windows, but there was at least nothing in the release notes that tells lua is not included. However, some of the lua scripts available call external programs that may not be available by default on windows. To help us helping you please tell what exactly you tried and what exactly did not work.
Be aware that you can get messages from the lua subsystem such as errors by calling darktably with
darktable.exe -d lua on the command line (cmd.exe).