Not sure exactly what your requirements are, but there's a few options.
By far the easiest would be to use would be LOVE -- technically it's a sort of game framework that hosts Lua scripts but it displays a window and you can handle the events inside of the Lua runtime. Code to accomplish this would be roughly:
function love.mousepressed(x, y, button)
-- do stuff here
end
More difficult but more Lua-centric might be something like wxLua which should allow you to create and manage a native window against the wxWidgets library (N.B. I have never gotten this to compile and run on OS X)
There's a number of bindings like wxLua to other GUI frameworks. There's a complete list over at the lua-users wiki.