As long as the language they're written in a supported language: https://docs.appdynamics.com/display/PRO45/App+Server+Agents+Supported+Environments in theory it should track some methods and class calls. If they're commercial off the shelf programs written in some company's proprietary code you may have to use the Live Preview feature or enable the logs to capture entry and exit points, and configure the business transactions manually (which is a pain), but it should be technically doable.
