External applications can help you get things done that can't be done in mRemote. This wouldn't make much sense by itself because you can already launch your applications by using the Windows Start Menu, Quick Launch or whatever you prefer to use to start your apps. In mRemote you can launch applications and tell them what to do with the use of arguments parameters and variables of the currently selected Connection. You can for example select your home router's SSH Connection entry and do a traceroute tracert on that host. This is much more comfortable and powerful than opening the console and typing tracert YourHost.