As a believer in determinism, I cannot accept that anything is ever truly random. The things that appear to be "random" are merely patterns we do not recognize yet.
That being said, to use that generator in a C++ program you'd likely have to use an internet connection to connect to their site. The site makes it sound like that generator has lots of external uses -- so it's possible they have an API or something available.
However, "true" randomness is a double-edged sword. The whole point of it is that it is not deterministic and therefore cannot be predicted. This is both good (because it's random), and bad (because it isn't reproducible).
IE: A bug that occurs with a certain sequence of true random numbers is impossible to reproduce and therefore much more difficult to find and fix. Whereas with a deterministic pRNG, you can reproduce anything merely by using the same initial seed multiple times.