http://luajit.org/install.html
It's strongly suggested to build LuaJIT separately using the supplied build system. Please do not attempt to integrate the individual source files into your build tree. You'll most likely get the internal build dependencies wrong or mess up the compiler flags. Treat LuaJIT like any other external library and link your application with either the dynamic or static library, depending on your needs.
Build as usual and then copy into your project the files:
lua.h
,lauxlib.h
,lualib.h
,luajit.h
,luaconf.h
;libluajit-5.1.a
, orluajit-5.1.dll
, orlibluajit-5.1.x.x.x.dylib
or whatever your platform static/shared library file looks like;- #include headers in project sources and link executables to the library file;