You need to set the LUA_PATH, as described in USAGE.TXT. The suggested way to do this is to copy chdkptp-sample.sh to chdkptp.sh, edit as explained in the coments, and then run it instead of trying to run the binary directly.
If you want to use the GUI, you need to download the IUP and CD libraries, and set LD_LIBRARY_PATH appropriately.