You should first install the dependencies (the Common Lisp API client and Quicklisp) by following their instructions.
https://github.com/adolenc/cl-neovim/ https://www.quicklisp.org/
If you are using Vlime while developing you should also connect your Vlime
connection to your running Neovim instance or else you will get errors when
compiling a file that contains Neovim code. Here is what is going on: a Vlime
connection is a connection to a running Swank server, which is a Common Lisp
process. Swank tries to compile your file your file, and when it sees a
nvim:defun or similar, it will require a connection. The easiest way to
satisfy the compiler is to execute
(nvim:connect :file NVIM-LISTEN-ADDRESS)where NVIM-LISTEN-ADDRESS is for example the value of $NVIM_LISTEN_ADDRESS.