If you don't want to include the wax source, you can just use Wax.Framework
How to add Wax to an exisitng project
Open your project in xcode and drag Wax.framework into the frameworks folder. Make sure you click the "Copy items into destination group's folder" box.
In the Groups & Files Pane, expand the "Targets" section
Right click on your project and select Add > New Build Phase > New Run Script Build Phase
A weird little window will open up that lets you input a script, add this line...
Open up your AppDelegate file and import the wax header file by adding this line...
In your AppDelegate's application:didFinishLaunchingWithOptions: method, add this line.
// To add wax with extensions, use this line instead
// wax_startWithExtensions(luaopen_wax_http, luaopen_wax_json, luaopen_wax_xml, luaopen_wax_filesystem, nil);
All done, build your app and you will see Lua printed out some code, it will tell you where to keep your scripts