MathLink is a suite of Mathematica functions that implement a protocol for the communication/interfacing of Mathematica with external programs.

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1answer
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How to run mathlink external commands in parallel?

I have an external function called increment (for the sake of illustration) that I call from Mathematica using MathLink. I.e., ...
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5answers
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Minimal effort method for integrating C++ functions into Mathematica

As of Mathematica 8, what is the minimal effort way to integrate an existing C++ function into Mathematica? I think we have these: MathLink (it was quite long ago I used it last time) communication ...