When working with on-premise Mendix services the Mendix Deployment API wont suffice. This will only work when the application is running in the Mendix Cloud.
There are though possibilities to create deploy scripts as can be read in the following MxBlog: http://mxblog.eu/link/post/continuous-deployment-for-your-mendix-app (found in the following thread: https://forum.mendix.com/questions/12822/continuous-integration-using-Mendix)
By using a script to automate the build process, you should be able to transport it to your on-premise environment!
This is possible with the API, but only for public environments as far as I know. Freek.Brinkhuis@capgemini.com can probably help you in this.