Using external library

Exuse me my ignorance, but I do not know how to do this.
I have found an udp extension library to lua and wants to use this in my app.
Is it possible and what are the steps after downloading the files.

Here is the link http://w3.impa.br/~diego/software/luasocket/old/luasocket-2.0-alpha/home.html#download

Re Peter

I somehow doubt that luasocket will run on the ipad without substantial modifications… anyway, in order to use it, you will probably have to build the codea runtime yourself, with this module.