User Guide
Download SBCL from http://prdownloads.sourceforge.net/sbcl/sbcl-2.3.0-x86-64-windows-binary.msi and install it. In the IDE open Settings > Languages & Frameworks > Common Lisp SDKs, then click on Add New SBCL SDK
Since I don't own Mac you are on your own. But brew can probably be used or some other measures.
Installing SBCL from repo works and usually all you need to enter into path is sbcl. Install quicklisp via
$ curl -o /tmp/ql.lisp http://beta.quicklisp.org/quicklisp.lisp
$ sbcl --no-sysinit --no-userinit --load /tmp/ql.lisp --eval '(quicklisp-quickstart:install :path "~/.quicklisp") --quit
To unlock most potential out of plugin you have to start sbcl instance. This is done on Common Lisp toolbar, green icon "Start SBCL Instance".
You can stop the instance by following red button. If you get this error you need to setup SDK, see above.
