If you want to permanently switch from pdflatex to lualatex, see Joseph's answer. If, however, you want to be able to use both, you need to add a user-defined command. From the menu, User -> User commands -> Edit user commands opens a dialog box. Choose a name (eg "LuaLaTeX" for the command) and use
lualatex --interaction=nonstopmode % for the command itself. This command is now available form the menu or as Alt+Shift+F1.
Normally, lualatex should be in your command search path (given by the
PATH environment variable), but if it isn't, you need to specify the full path to lualatex. Check the path for pdflatex in the preferences: lualatex is most probably in the same directory.