I successfully invoke g++ and build an executable from setup.py, and then run it from init.py.
Sources and makefile are in my_plugin/data/c_src, and the executable is built in the same directory.
Installs, uninstalls and works fine.
I am not sure for the directory. The documentation says that data directory is for things needed by the plugin, other than templates, style sheets, and java files. Is data the right directory for an executable (!), or should it go elsewhere ? (for example the base directory, with init.py)