What is the difference Between External Commands And External Programs in SAP

External commands are predefined commands for end users. They are operating-system independent and are protected by authorizations, so that normal end users can schedule only those commands that the system administrator permits them to.Like ls in unix or dir in windows. Refer to this post for information on how to run a external command

External programs are unrestricted commands that are neither pre-defined nor restricted by authorizations. A user with administrator authorization can enter any of these in a job step. For example , programs like java or other exe files