There are two ways to create a new executable with your code preloaded.
save-image. The saved image requires a development license key to run.
For example of how to use save-image, see the section "Saving and testing the configured image" in the LispWorks Release Notes and Installation Guide .
See Code signing in saved images for information about code signing your new executable.
LispWorks User Guide and Reference Manual - 13 Feb 2015