For Neovim

In your Lua configuration init.lua, you can use vim.cmd function to add highlight and create auto-command:

vim.cmd([[highlight ColorColumn ctermbg=0 guibg=lightgrey]])
vim.cmd([[highlight Normal ctermfg=white ctermbg=black]])
vim.cmd([[autocmd ColorScheme * highlight CursorLineNr cterm=bold term=bold gui=bold]])

For Neovim >= 0.7

With this Neovim version, there is a new function in API to set highlight : nvim_set_hl

You could define your highlights with it in Lua:

vim.api.nvim_set_hl(0, "ColorColumn", { ctermbg=0, bg=LightGrey })
vim.api.nvim_set_hl(0, "Normal", { ctermfg=White, ctermbg=Black })

There is also nvim_create_autocmd function in API to create auto-command in Lua:

vim.api.nvim_create_autocmd("ColorScheme",
pattern="*",
callback = function()
vim.api.nvim_set_hl(0, "CursorLineNr", { cterm=bold, bold=true })
end,
)