You can use SED (script editor of 3D GameStudio) to create your Lite-C scripts. Just make sure you named it for example "main.c" instead of "main.wdl" and include the litec.h at the top of the main script. You also need A7 to use Lite-C. A6 doesn't support it.
Your example code from aum67 can't run without the include of windows.h wich is needed for the MessageBox.
MessageBox is not a function of Lite-C. It's the same like in C++, you need some type of library or header files for some functions.

Code:

---

#include <litec.h>
#include <windows.h>
int WinMain()
{
       MessageBox (NULL, "Hello World!", "My first program", MB_OK | MB_ICONSTOP);
       return (0);
}

---

But be carefully with MessageBox in fullscreen mode of A7, you can't see the MessageBox there and must run it in window mode.