Users may not place applications on the main campus web server, including CGI's. However you may be able to put your CGI on another machine, and run it there.
Further details are below.
Before you go to all that trouble, though, consider using the existing services running on this and other servers. Almost always, when someone wants to put a custom program on the server, we find that the function they are seeking already exists on the server. The experimental server is for advanced users. If you do not fit this description, you are probably not ready for an account on the experimental server. When you write to us, tell us as much as you can about what you have in mind.