cgi and C++, the whole shebang

I have been programming C++ for several years now and doing web design... however, the two have always been seperate, I would now like to start doing some cgi programming and have a few questions:

I went to this website http://www.toyboxtoys.com/catalog.cgi and looked at the source, the source was all straight html. Does this mean that the program generated this code?

in my cgi-bin what do I place? my program.exe, program.cpp, program.cgi?

I'm struggling to understand how my program in whatever form generates the .cgi file, especially after viewing the source of that website.

Any help would be great.

oh, one more question, what is the extent of c++ i can use? can I use all the libraries and whatnot that I usually use and create robuts programs or do they have to be toned down at all?