From LuxRender Wiki
There are two options for install. Either use one of the packaged installers, or do it yourself. Using an installer should be the easiest option. Manual install is for those of you who want to do things in your own way.
Using an installer
Be sure to install lux first, as the installer will ask you where it is. The installer won't fail if lux isn't found, but you will need to know where it'll live.
Also, ask the machine owner about the Maya.env file and if they have anything added in there before you run the installer. The installer adds to and may modify lines in it, but if they don't want it messed with then you may have to do a manual install. The installer will make a backup of this file before modifying it. [ Maya.env basically defines environment variables that can be used by scripts inside Maya. These are actually appended to the system global env vars, so the changes could be made to the system vars rather than in that Maya specific file. ]
A manual install requires the following steps (also written in INSTALL.txt in the .zip file):
1: Place the contents of the "src/Mel" folder in:
*drive*:\Documents and Settings\*username*\My Documents\maya\*version*\scripts\ (windows) /home/*username*/maya/*version*/scripts/ (linux)
2. Copy "src/icons/*.xpm" to:
*drive*:\Documents and Settings\*username*\My Documents\maya\*version*\prefs\icons\ (windows) /home/*username*/maya/*version*/prefs/icons/ (linux)
3. Copy the contents of "src/attrPresets" to:
*drive*:\Documents and Settings\*username*\My Documents\maya\*version*\presets\attrPresets\ (windows) /home/*username*/maya/*version*/presets/attrPresets/ (linux)
4. copy the contents of "luxPlugin" to:
*drive*:\*maya_install_dir*\bin\plug-ins\ or *drive*:\Documents and Settings\*username*\My Documents\maya\*version*\plug-ins\ (windows) /home/*username*/maya/*version*/plug-ins/ (linux)
Replace text between "*" to match your local folders.
5. Define the environment variable LUX_SEARCHPATH to be set to the location of the lux executables. you can do this either in the user's Maya.env file or as a global system environment variable. eg. in Maya.env add:
LUX_SEARCHPATH = r:\renderers\lux\
6: Now that all the files are setup, start Maya and use the Plugin Manager to load the plugin. - Window > Settings/Preferences > Plug-In Manager click on the "loaded" check box next to the "luxPlugin.py". You can also choose "autoload" to avoid doing this again.
Next page -> LuxMaya_Getting_started