Hi!
According to the description on their web site, it only allows to compile Perl cgi scripts to the exe. You'll have to learn Perl to do this.
Frankly, I think you will need to sacrifice something here. Look at the most advanced of companies. Even Macromedia uses pre-generated HTML files and a special Java applet to enable search support. I don't believe any company has ever tried to make a program which could be a script processor, web server and database server at the same time. Of course, there are packages that let one install all three at the same time, but will anyone want that just to view a CD-ROM he may not have any interest in?
Why don't you want pre-generated HTML? The only thing you will miss is Search support, but you can easily find special Java applets that read from an index file which contains keywords-to-file mappings that can be displayed in a listbox.
We receive a lot of advertisement CD-ROMs at our company but none that I saw ever supported this. Another option you may want to try is Macromedia Flash, you can script some pretty advanced functionality into your applications. Director is also worth a try. This is a more common approach to building CD-ROMs today.
Best regards,
Stanislav