During installation a console compiler is also installed named cbelisp.exe. You may call it from command line to compile your lisp code. Note, that PSPad, which is highly recommended to be installed is not configured by the installer to build DLLs and LCUs. The only way to build such modules is to use command line compiler.
Syntax is as follows:
CBELISP.EXE filename /option
where filename is name of souce code file you compile
and option is absent or one of the followng values:
/GUI – marks executable as Win32 GUI subystem file
/DLL – build DLL file. Every function in this file will be exportable
/NOLINK – make LCU file