As Lunarpages does not provide compilers and linkers, nor publish information on how to set up a system to do it yourself, it seems that they are not actively encouraging the use of compiled languages such as C++. That said, why this board mentions C++ in its title is a mystery to me.
If your objective is to reuse a great deal of code from a native PC application, I don't know if it's worth the effort for C++, as opposed to, say, Perl. It's supposedly possible, but it will take a good deal of work just to get to the point of being able to run something written in C++, as compared to using a scripting language such as Perl. I think that most of the complexity of a PC application is going to be I/O, GUI, and database, which aren't really translatable to a server (as opposed to general processing algorithms) without a massive rewrite anyway. If your native PC application is to be sold, being not in source would be a good idea, but you might see if there is some sort of bytecode compiler for Perl that would provide a level of theft/reverse engineering protection while smoothing cross-platform development. Other than that, be sure to read all the old topics (threads) in this board, to see if anyone ever actually successfully did what you're trying to do. You might also want to look at Java (Java Server Pages on the server) as a platform alternative.
Going to a VPS or dedicated server might give you enough control over your operating environment that you can specify a server configuration that is a match for your development PC.