This assumes SublimeText 3, though may also work with older versions.
Copy the files in the docs/sublime folder to your
Packages/User folder (on Windows this is
\Users\YourUserName\AppData\Roaming\Sublime Text 3\Packages\User).
Open up lobster.sublime-build and make sure the path
to your lobster executable is correct. Also note that it refers to a
custom version of exec.py called
lobster_exec.py. The only difference is that the default
script suppresses windows from popping up, which disables any graphical
output from Lobster.
Load some lobster code. pressing ctrl+b should run
it.
By default, SublimeText comes set up insert tabs into your code,
which is against the Lobster style guide,
and can result in errors if you modify the existing examples. Add
"translate_tabs_to_spaces": true to your user settings.
The build script parses Lobster error messages, so just pressing F4 will get you to the line of the error.
The lobster.tmLanguage file you copied should provide
automatic syntax highlighting for any .lobster files.