Some things you can do by launching another application, other things you would do through an SDK. It comes down to speed, the difficulty of writing the functionality yourself, and availability of services from other programs. Typically, bringing up another application might take few seconds. Would that be a problem when displaying a readme file? No. Is it worth the time and effort of developing your own text-viewer tool just to save those two seconds at run-time? Most likely not.
However, there are other cases where those delays can be catastrophic. For example, if you are playing a fast-action video game, and because the background music has finished, you wish to start playing another piece of music ... a 2 second pause in the action would be undesirable. In this case, you would be better off tracking down a library that you can link to (in other words, an SDK), that will play the music for you.
Using a library, or writing up the code itself can usually result in faster response times, but it does lead to more work. It's best to decide on a case-by-case basis.
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