CGI scripts using c++

Hello there,
I have been looking in many sites to how to make a .cgi script using c++.I am really interested to learn this just for my educational purposes.There are websites that have taught the codes to make CGI scripts using c++ but NONE of them have taught to compile it.I mean suppose that I am using Dev-c++ or Codeblocks as my IDE.When you open a file and code there and save the file,it will be .cpp format.If you compile it,it will be .exe format.I really want to know how to get the .cgi format.Please help me to solve this.I have done lot of searching and it was really frustrating that no one has answered it.I saw many others who were having the same problem.Please,any help would be appreciated.Thanks
You may want to take a look at FastCGI. http://www.fastcgi.com/
Thank you.I will look for it.Thanks mate
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