When you RUN from APPX/Unix, APPX won't resume running until the shell object called has completed (series). When you RUN from APPX for Windows, the RUN command by default spawns a separate thread and APPX immediately resumes execution (parallel).
How to pass fields or file names to an external shell script
How to call Windows API/DLL's
How to run client-side processes, and perform file transfers, from the APPX Java client
How to 'RUN' an external command on a local PC from the Windows client.