I agree that the best thing to do would be to use a loop, and essentially run one ‘tick’ of each application that is open each time the loop runs through.

Alternatively, you could use clones, and have one clone run each app, with broadcasts to tell them to do things, (or one sprite per app), there's a variety of ways to do this.

If you search ‘OS’, there will be a lot of projects that come up that simulate operating systems with multiple apps, maybe try taking a look at some of those and seeing what they do!