You can deploy your built executable manually or by specifying a post-build event that copies the executable to your Web server.
For example, a post-build event can copy to the default install location for Apache:
copy $(TargetDir)\*.* c:\Apache2.2\cgi-bin
For IIS, the default installation locations is: C:\inetpub\wwwroot\cgi-bin.
You can use the executables from a non-default location provided that you configure the Web server to look for them. See Enabling CGI support.