AFAIK, this question applies equally to C and C++
Step 6 of the \"translation phases\" specified in the C standard (5.1.1.
Unless the preprocessor is specified to handle this, it's safe to assume it's the compiler's job.
Edit:
Your "I.e." link at the beginning of the post answers the question:
Adjacent string literals are concatenated at compile time; this allows long strings to be split over multiple lines, and also allows string literals resulting from C preprocessor defines and macros to be appended to strings at compile time...