Lua scripting

Can someone fill me in this?

I've seen lua on many games server and included emulator such as snesx9 or blackhawk, but they have lua app built into it so it runs...

My question is; say if the program doesn't have a lua software built onto it. Is it possible to write a lua script to run on it separately?

I am not quite sure if I understood you correctly, but it is possible to build your own lua interface by reverse engineering the program.