.<.
Let's say there is a .Lua file, named open.lua, with the following code:
os.execute([[start "" "C:\Users\User\Documents\Song.mp3"]])
When that code is ran, a .mp3 file, named "Song" will play.
And this is why I was asking if it was possible to RUN A .LUA FILE from ARDUINO, not make a .Lua file detect when I want code to run (which would be super hacky, and it being Lua, I don't even think this would be possible (what above suggested)) Which is why "Write a Lua app that listens on a connection. When it gets something, it gets that something, parses it in some manner and then acts on the stuff it parses out." is more easily said than done.