what i meant was the windows explorer interface. The interface that runs Windows. Not internet explorer.

The Windows Explorer interface can't do arbitrary things. It's just a file and folder management interface; it does not do much of anything else (okay so it does also display the taskbar...), and specifically it doesn't do any of the things you would normally use CGI for; it does not, for instance display or process the results of form elements. Mostly it copies files and launches application processes. I'm pretty sure what you actually meant was something other than the Windows Explorer interface. I'm not 100% certain what you did mean, but I'm pretty sure that that's not it. There must be a confusion of terminology (which is fairly common when dealing with Microsoft stuff).

The question is whether you meant Internet Explorer, or the Win32 widget set, or some other thing. But you almost certainly didn't mean Windows Explorer, at least not if you have any real understanding of what Windows Explorer is or does. My best guess is that you meant the Win32 widget set (in which case, the answer is no, converting from CGI to that is not easy, and you should instead consider the other approach, which others have discussed, of using a standalone web-server module and allowing the user to use Internet Explorer as the interface even though the app is running on the local system, not remotely), but that is only a guess, because you have not described in precise detail exactly what you want.