For some reason Adobe does not include CFXNeo.dll in the web-inf/cfusion/lib file of their WARs. This file is required for C++ CFX tags to run on Windows. I don't know if what file is required for C++ CFX tags to run on *nix, or if that's even possible. We can research that, but minimally if we just start including that DLL it should at least help Windows users.
I'm attaching the DLL file that I got to work on CF11 but we need to extract the equivalent file from other CF install versions as well.