There are 2 parts to remoting. You have to have nx run a compiled version of the 'server' app as shown in the documentation. This can be started manually using file->execute->nxopen in NX.
Once this is running you have to then run your external application described as 'client' in the docs.
Any calls to the 'session' or 'ufsession' classes in your remote application have to be called through the server. The syntax of this will depend on what you are writting your code in. In VB it looks like this: