Look he like most people said use a "LISP compiler".
If you don't know how to do that try to google "LISP compiler" Click first link "Free Common LISP Interpreters, Compilers and Development Systems ..."
For UNIX try "CMU Common Lisp Compiler" For Windows try "Ufasoft Lisp Studio"
LISP people don't try to hold your hand and point out every last step on the path but he gave you lot's of useful information if you are willing to spend a few seconds trying to understand what they said.
PS: As soon as you start complaining about not getting enough info they stop caring. But if you asked what a good LISP compiler for windows was they would probably answer your question.
How do I deploy a lisp application to an end user when all I know is his operating system?