You don't have shell access to the target machine?

Ask someone who does to install the module. If you can't do that, you can settle for copy-and-pasting the bits of code you need. Hardly an ideal solution, but it's still better than re-inventing your own stuff.

You lack compiler tools for the target machine?

In your case (GNU/Linux development, Windows target), you might be able to do some fancy tricks with a cross-compiler using Cygwin's stuff. Also Wine might help. People often think of it as a way to run Windows programs on GNU/Linux, but it's also designed for porting programs between those platforms.

Uncooperative hosting facility

If I was a direct employee of the company instead of a consultant, I would strongly urge the group to find a new host. My view is that as an employee, I have to speak up when I see something wrong, but as a contractor, I'm there for the whims of the company I work under. The most I would say is that it may take me longer to work around the problems caused by not having access to various modules and let them work out if its worth it or not.