To answer your answerable question first: yes, you can develop web apps in C++. No, you don't want to. It doesn't tie in well to web servers and you likely don't have the skill set necessary to write a high performance web server yourself.
I don't want to use Java. Because the clients would need to install
Every solution involves some installation of something. Php runs within a web server (like apache - that would need to be installed). Python interpreter needs to be installed. Ruby would even more likely need to be installed than python on a linux system. Neither Ruby north Python themselves are able to serve web requests (unless you build a web server in there, but thats poor performance... I'll get to that) which means installing, again, a web server of some sort.
PHP, I know that it does not compile. ... Yes it is possible to
obfuscate the code but that I don't want.
Php, python, and ruby are all interpreted languages. Obfuscating the code is a hinderance, but not something that would seriously stop a person who wants to look at how things run under the covers. It isn't really a problem either for someone to disassemble a compiler binary.
I want to create a web application and ship it to the clients as a
package which would contain an embedded webserver, an embedded db and
the compiled code. I want the s/w to be very fast and use less
resources as it is going to serve huge load.
You really need to determine what load you are going to have (that should be part of the client's specs in terms of pages per second). What sounds like a huge load may be laughably small when one actually benchmarks the server. On the other hand, if you are building your own web server, even a small load may be too much.
Trying to come up with some abstract "I want a single deployable that does everything" is a poor requirement that you really need to rethink.