I think he mix things up a bit. a CGI application DOES require a web server to run (it can't run on its own), while a http server application is a web application with INTEGRATED web server.
@fhuvu:
Follow my first advice, fpweb is distributed with Lazarus (open package->install/uninstall package and you should see it listed) and is just a helper over fcl-web to use it easily as Lazarus project. fcl-web is part of fcl which in turn part of fpc, it's not 3rd party package. Brook is 3rd party.