Sometimes, the best approach to application development is to develop elements of your application by building executable to run with ColdFusion. Perhaps the application requirements go beyond what is currently feasible in CFML. Perhaps you can improve application performance for certain types of processing. Or, you have existing code that already solves an application problem and you want to incorporate it into your ColdFusion application. 
To meet these types of requirements, you can use the ColdFusion Extension Application Programming Interface (CFX API) to develop custom ColdFusion tags based on Java or C++.