You cannot directly call a z/OS UNIX application that resides in a z/OS UNIX file system from the TSO/E READY prompt. However, you can do so with a TSO/E BPXBATCH command, and with a REXX EXEC.
You cannot directly use the JCL EXEC statement to run a z/OS UNIX application program that resides in a z/OS UNIX file system because you cannot put an z/OS UNIX file name on the JCL EXEC statement. However, by using the BPXBATCH program, you can run a z/OS UNIX application that resides in an z/OS UNIX file. You supply the name of the program as an argument to the BPXBATCH program, which runs under MVS batch and invokes a z/OS UNIX shell environment. (BPXBATCH also lets you call a program directly without having to also run a shell.) You can also run a z/OS UNIX application that resides in a z/OS UNIX file system by calling a REXX EXEC to invoke it under MVS batch.