IUP?
Oh, sure :)
Let's see. I don't know for linux, that needs a heap of stuff installed I really don't know about. For windows it's easy. You need to extract the entire contents of the luapack.zip to your fceux dir (if you haven't done so already, and you probably have). This includes about 13 iup*.dll files.
I'm not sure if the iup example was added, but just in case you can find it here:
http://pastebin.com/f20b4a6a1
Remember that this needs our auxlib.lua (part of the luapack), because of some functions that deal with closing stuff. The example above basically shows you how to create a window with a few basic controls. It's a reaaaaally easy learning curve, even though the docs take a while to get used to (I found them difficult to navigate at first).
iup reference:
http://www.tecgraf.puc-rio.br/iup/
Btw: Xkeeper: Canvas Drawing:
http://www.tecgraf.puc-rio.br/cd/
But don't ask me how to get it running, please do tell me if you managed it to :p
Oh and this is a nice reference for the basic lua functions, in case you need something quick:
http://www.lua.org/manual/5.1/