Mono can only run .NET applications. C++ applications are usually compiled to native (x86) code for Windows.
Windows code can sometimes be run on Linux using Wine, burbthis only works if the architecture the program was compiled for is the same as the one Linux runs on. Because the Raspberry Pi has an ARM processor, Wine is not an option here.
Mono doesn't have this limitation because .NET apps aren't compiled to native code, but to bytecode for use with the .NET framework (like Java does). This means .NET code can run on almost any processor architecture because the byte code ian't processor dependend.
This is why Mono can only run .NET code. If Mono can't execute your program, this is because it was not compiled to .NET code (or you used a library that isn't implemented in Mono, but that's very unlikely in this scenario).