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Backing up data is one example. You can write a basic script that performs the backup for you. For another example, let's say you're monitoring the stock of a product (the Nintendo Switch 2, maybe?).
A program (binary, or executable) is a file on disk somewhere, in a recognized format. Common formats include ELF on Linux, ...
As an example, here’s [calebccf] with an emulated 6502 system in a busybox ash shell script. What’s in the emulator? A simple 6502 system with RAM, ROM, and an emulated serial port on STDIO.