If you are talking about files with ".html" extension, it has nothing to do with mod_php or PHP-CGI; you simply have to specify .html files as MIME application/x-httpd-php5 and they will be parsed as PHP files. If your .html files are running PHP now, they will with PHP-CGI too.
If you are talking about .php files with direct HTML code inside, again it has nothing to do with mod_php or PHP-CGI; anything before "<?php" and after "?>" just passes through, will it be HTML or your shopping list