The source isn't necessary as long as you can link to the library files (.dll or .so). However, from the example you give, you might have some work ahead of you, depending on how complicated XFortCreatePAReqResult is. My best advice is to copy+paste shamelessly from existing Perl C++/XS projects, for example http://search.cpan.org/dist/Lucene/ or http://search.cpan.org/dist/Wx/ (I also have two, http://search.cpan.org/dist/Mozilla-DOM/ and http://search.cpan.org/dist/Ogre/, but I don't necessarily recommend them as good examples... :) ).
By the way, I'm interested in knowing what other examples of C++ libraries there are (edit: sorry, I meant C++ libraries with Perl XS bindings), or ways of finding out. Also I'm interested in someone porting Py++ to Perl/XS.