Thanks to all for the help on the previous problem. I downloaded TCL/TK and renamed it to wish.exe, then I moved it to my windows\system32 path, started up EMACS and was able to run lkttest.
Now for my second question, when I make a change to an existing LTK program and compile it C-c C-c, then run it, the changes do not appear. Only when I close and restart Emacs does the changes show up. Shouldn't just compiling work?