RDS Remote App - is it possible to invoke 'local application'

Hi,

Is it possible to 'call' a local application while working within Remote App session?

Scenario would be users working inside Remote App session & clicking a hyperlink. We would like to have the local client's iexplore.exe launch, not the RDS iexplore.exe. I believe this was possible with Citrix but not sure on native RDS 2012 R2.

Note sure if this is possible, wanted to check before standing up test environment.

Any help appreciated-

Regards, Jon