This would depend on the software itself and the package that you choose. On the Linux options you will be able to run scripts written in PHP or Perl. You will also be able to have your own CGI scripts in your CGI bin. You will also be able to run “cron” jobs which enable you to automatically execute programs or scripts at specific times and dates.
There are standard software .dll’s which can be run on the Windows servers. However customised .dll’s are not allowed to ensure overall stability of the Window’s servers.
All scripts and software run will be monitored and any found to be too processor intensive will be disallowed.
In order to get a full control over all aspects of your server, you will need a dedicated or co-located server instead of a shared plan.