Yes, after an application have been started you could do many tasks but that depends on some events that your application have to know. For example:
1. when during a process a condition occurs the application can do a specific task in background ( connect to a database, execute a stored procedure etc..) or open a window and allow the user to do something.
2. When an event occurs and it is "known" by the application then in the handler of this event you could load a script or do another task. It could be generated by the application itself or received from another application.
3. When a timer is set to check at the given interval for something.
Give more details about what script/condition and you will get more explicit feedback.
-obislavu-