Writing programs that interact with other programs...

I'm relatively new to programming and have always had an interest in finding out how to write programs that interact with other programs, particularly on Windows. I understand that this is probably a pretty broad interest, but I'm not quite sure where to start.

I would like to for example be able to have a program I've written be designed to work specifically when another application is running and to make alot of user interactions simpler or less repetitive. This is a very specific example but it portrays the general idea of something I'd like to learn how to program and I would highly appreciate it if I could get some advice or possibly pointed in the right direction. Thanks for your time.
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