Hi and Welcome to the forums TheSack
We hope you enjoy the engine and are able to get up to speed quickly
Gen1 skyline which is the current version released on publicly is best ran on DX9. OpenGl used to work earlier on, but then broke so we decided to work with DX9 only. There arent many thing different but stability is better in DX9.
As for lua, the sources Shando posted look good. I personally dont know of any because we already had a background in c++, so jumping to lua was quite quick and easy. The thing to get around first is the syntax; but after that most of the api is custom and directly calls into the Skyline Core for the fastest lua scripting possible.
You can find a list of the API as Shando posted and these are not apart of the normal lua language, however saying that, many of the lua libraries and commands are still usable.
Enjoy!