A user can have non-MMC management programs running on the computer the same time as one or more instances of MMC, and use the operating system to switch back and forth, as expected.
Additionally, an administrator can create shortcuts in the MMC console to the non-MMC tools. These shortcuts will be saved when the tools is saved to an .MSC file. Within MMC, administrators can create shortcuts to any executable program (.EXE), script, or URL.