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Some application software has the ability to send e-mail from within the app. Some common apps that can send mail are:
Apps like these do not generally have the ability to send e-mail themselves. They generally use a full e-mail client installed on the workstation to do the sending for them.
Applications do not generally have the ability to use the Zimbra Web Client (or any webmail client, for that matter). So, if you use the Zimbra Web Client as your primary e-mail client, and you need to send e-mail from within another app, you will need to install and configure a full e-mail client app on your workstation.
You can often use an app already installed on your PC, such as Microsoft Outlook, or other free mail client apps such as Mozilla Thunderbird or Zimbra Desktop.