"Undefined reference to" using Lua
Lua can be a bit complex when you're first trying to compile it. The website that you referenced was correct: libdl is pretty much required when linking Lua.
I don't have Code::Blocks in front of me, so I can't really tell you what options you need to add. It should be a list of "command line options" or "compiler options". If you were compiling from the command line, the full command would look like:
gcc -o sample sample.c -llua -ldl
Note that the -l options have no space before the library name. There should be an option in Code::Blocks to add your own compile-time options or compiler flags. You would add "-llua" and "-ldl" to that options list. Alternatively, just do it yourself from the command line.
libdl is a library that is used when dynamically linking other libraries into your program. You have to add it in for Lua to be linked correctly.
I faced the same problem, in my case I found a solution that worked for me here. Basically consist in wrapping the #include s of lua inside a extern "C", like:
extern "C"{
#include <lua5.2/lualib.h>
#include <lua5.2/lauxlib.h>
#include <lua5.2/lua.h>
}