Sample from nxagentd.conf:

#
# ExternalParameter
#
# Add parameter handled by external command. To add multiple parameters, you
# should use multiple ExternalParameter entries. Please note that on Windows
# agent uses system process execution API for execution of specified
# command, so you cannot use pipes or shell commands. If you need to
# execute command via shell, use ExternalParameterShellExec instead.
#
# Syntax:
# ExternalParameter = <parameter_name>:<command_line>
# If you specify parameter name as "name(*)", then you can use $1 .. $9 in
# command line to substitute actual arguments passed from server.
#
# Examples:
# ExternalParameter = Test:echo test
# ExternalParameter = LineCount(*):cat $1 | wc -l
# ExternalParameter = Test2(*):myprog $1 $2

Also you can use nxpush/nxevent to push data to the monitoring server directly from your application.