Not supported by the API, but you could perhaps try to create a new window from python, you could also hijack drawing function from blender interface drawing code, most of blender interface is written in python
One to rule them all… Thanks to its design, X-Pose Picker can be easily ported to Unreal Engine, Maya or other programs supporting scripting and TCP/IP protocol. Use your favorite picker in the whole production pipeline.
How would an .exe be able to interact with objects in a .blend file?!
It says right in the quote: scripting and TCP/IP protocol. Blender add-ons have the full power of python, so you can run a separate exe and communicate with it via some inter process communication method, like TCP. The add-on practically turns your blender into a local web server to which the exe can connect to (or the exe is the server to which your blender connects).
Simply put:
User clicks something in the custom executable.
Exe sends request to the add-on running within blender.
Add-on listening for requests, does as the request says.