To install the Luximono font:

On a mac, it seems to work to just do the following magic command

  sudo getnonfreefonts-sys --all --force

which installs this and many other fonts.

On cygwin with tetex (it already works under Miktex)
you unzip ul9.zip into /usr/share/texmf (preserving directories).
(I found it didn't work to put it in ~/.texmf.)
Then you need to add the following lines to the (end of)
/usr/share/texmf/web2c/updmap.cfg:

  # Luximono
  Map ul9.map

You also have to move the file that lands in
/usr/share/texmf/dvips/config/ul9.map to /usr/share/texmf/fonts/map/dvips/

mv /usr/share/texmf/dvips/config/ul9.map /usr/share/texmf/fonts/map/dvips/

I also copied the files from my miktex/fonts/type1/public/luxi
directory to /usr/share/texmf/fonts/type1/public/luxi/
  mkdir /usr/share/texmf/fonts/type1/public/luxi/

  cd $HOME/miktex/fonts/type1/public/luxi
  cp * /usr/share/texmf/fonts/type1/public/luxi/

I think then you just rebuild the systems files (texhash and then
updmap) and it should work.