Just tried it on Win XP, 32 bit version. I simply unzipped the archive and launched luxrender.exe and I got an error at startup, no GUI is shown. The error says: "The application has failed to start because the application configuration is incorrect. Reinstalling the application may fix the problem"
Since there is no installer I'm not clear what I should do. Launching luxconsole lead to the same.
The zipfile contained luxconsole.exe, luxrender.exe, QtCore4.dll, QtGui4.dll and QtOpenGL4.dll
I unzipped the archive and launched the applications from the containing directory. Am I supposed to do something else after exploding the archive?