On the screen you want to add to, scroll all the way down to where it says "Luna" and then the screen name.

Define your function, such as

static int ExampleFunction( T* p, lua_State *L )
{
    COMMON_RETURN_SELF;
}

(Lots of information here)

Then in the constructor, add your new function like this

ADD_METHOD(ExampleFunction);

Finally, add your new function to the StepMania lua documentation. Go to Docs/Luadoc.xml and Docs/LuaDocumentation.xml and add them in the correct places.

In LuaDocumentation.xml

<Function name='ExampleFunction' return='void' arguments=''>
	A cool example function.
</Function>

And LuaDoc.xml

<Function name='ExampleFunction' />