Applications
Something running on a computer natively means that it is running without any external support as contrasted to running in emulation. Such executable programs are referred to as native executables.
Also, "native" can be understood as being a lower level or requiring less software layers. For example, in Microsoft Windows the Native API is a poorly documented application programming interface specific for Windows NT kernel, which can be used to give access to some kernel functions, which cannot be directly accessed through a more universal Windows API.
Read more about this topic: Native (computing)