There are several cases for making an HTTP request from a host application to another Atlassian application, for example:
Create a Confluence space when a Jira project is created
Automatically create Confluence pages for certain types of issues
Create release notes when a Jira version is released
Automatically decline a pull request when the associated Jira issue is closed as Won’t Fix
Typically these are done through calls to the REST API of the other application, or to a script endpoint. However you can also use remote events, or remote control to do the same thing.
Which approach you use depends on the specifics of the task in hand.