Connecting desktop application or third party software via VBA

[xlsmlearner]

I want to learn to connect excel to any desktop application or third party software and extract data from it. Will you please help me in this regards. I tried a lot to find it but hardly got. Please assist.

[6StringJazzer]

This question cannot be answered without knowing exactly what other software you are working with.

[xlsmlearner]

Thanks you so much for quick response. Actually in my previous organisation we were using Unet application which is similar to C language window (Black screen) and one guy used to connect Unet and can copy data into Excel. Now my question is how can we connect any desktop application or third party software to Excel. You can take any software to demonstrate.