OpenWrt is not intended to work as a build server, so you won't find compiler, linker etc. in its root file system. As you mentioned before, you've successfully compiled the firmware. That means you have cross compiler at hand, so you can cross compile your software and then copy it to your system via scp.
Another approach would be to create your own feed, add your software to this feed, so that at the end you'll get an ordinary ipkg package, that you can download and install via web interface. See OpenWrt documentation for more details.