But in my GUI IDE I just click "run". . .  

On clicking "run", the IDE automatically

• compiles the source code and
• links to system libraries

. . .  to make a binary executable, before running.

Why can't I use an IDE on Mace01/Man2/. . .  ?

• You can — for editing and to produce an executable.
• Simply request that Sun Studio, Eclipse. . .   is installed.

Execution of binary executables must still be under SGE

• Use qsub (or qrsh).
• Or use Sun Studio to submit your jobs!