I guess they mean something more like a script that can be hosted in C++. I've been working on getting something like this going myself actually. In my case it's Lua running in a C++ app ( sorry, but our Posting Guidelines consider this spam... ).
Lua is designed to be embedded and the license for the interpreter is MIT so it's pretty liberal. It's popular for scripting in games. It's one thing to get the interpreter embedded in to your application but I'm finding it's quite another to communicate with it. It was easy to get the Lua interpreter source included with my project to build (I downloaded from
http://luabinaries.luaforge.net/download.html) but then you have to register functions to communicate with it. That's normal for any scripting language.
If you have just a few functions it's pretty easy. If you want to do more than that then there are applications that make the bindings for you. That's how I found out about SWIG.
SWIG does interfaces for a pile of scripting languages, including Tcl, Perl (I know, not perl), PHP, Ruby and Python. I probably sound kind of excited but I was just working on this earlier today. I don't know about embedding those other interpreters though. They may or may not be easy.