If it is a file that the C++ application would generate then you can use the File adapter of Biztalk to get that file, process it and send that to the dataware house. You'd need to tell biztalk the file location on which to listen so that whenever a file is dropped there, biztalk picks that up.
The question of how to send messages to Biztalk, it connects to different protocols and locations using adapters, there are number of out-of-the-box adapters included with Biztalk server 2006, which include, File, FTP, MSMQ, MQ Series, Sql Server, Oracle, SOAP, Http etc. So it all depends on the convenience of the sending application, if it is more convinient for it to send message through a queue, then it can use a queue, if it can easily send a SOAP (Web Service) message then that can be used and so on…
Hope this helps.
Regards,
Sajid.