It is very much preferred that contributors upload their editions of public domain works to the CPDL server rather than hosting them externally. This is to avoid broken links in the future. However, files on external sites are still welcome on CPDL. If your score files are already stored on an external server, skip this step.
I have some scores uploaded to IMSLP already, but for me it is no effort to upload it to CPDL as well. What do you really prefer in such a case? Host the scores at your own server, too, or just link to the external server?