MR Rescue Media, which we can create via the Other Tasks menu in Macrium Reflect, is based on Windows PE, that is to say an actual, although minimal, Windows operating system. Windows PE, warns Microsoft, is not designed to be the primary operating system on a computer. Yet, in case of need, we can boot from it as an alternative to everyday Windows, either from CD/DVD, USB drive or even from the internal hard disk if we add a Recovery Option to Windows Boot Manager menu (via the MR Other Tasks menu).
The main purpose of MR Rescue Media is for backup-related tasks, but some users may want to use it for other tasks too. In fact, MR Rescue Media WinPE includes a simple file explorer (PE Explorer) that allows to explore folders, delete, copy and paste files, or even launch programs with the usual double click. A simple text editor is provided too, as an alternative to Windows' own notepad.exe. Besides, we can run DOS-style commands and even PowerShell scripts.
There are some limitations, though. Just to say one, there are no file viewers nor editors for other file types such as PDF documents or images. Suppose you are browsing your backed up files but you can not see what's in a PDF or in a JPEG file unless you extract/restore them and reboot to regular Windows. Also, MR natively only supports BitLocker disk encryption, not VeraCrypt. More in general, you may wish to enrich your MR Rescue Media with new features and make it more like a full-blown "emergency disk".
Indeed, if your MR Rescue is on USB drive, adding portable apps to it is straightforward. Just create a new folder on the USB drive and drag and drop the app files.
Using them is easy too. When you boot from Rescue Media, use PE Explorer to open the app folder and double click on your app (sometimes it's inside a "bin" folder).
But then, you'll find out, not every app works in Windows PE.
First, you are supposed to only copy "portable" apps, meaning that no installation is needed.
Secondly, apps must match the "bit" version. 64-bit apps on 64-bit Rescue. 32-bit apps on 32-bit. It's not like regular Windows where 32-bit run on 64-bit systems anyway.
Thirdly and most importantly, not all apps will work, anyway. Most apps just don't work in WinPE.
That's why I'm starting a list of Windows apps that do work (or at least seem to work, according to first preliminary tests) in my WinPE10-64b environment created with MR6.3.1835 (UEFI).
I'm going to update the list when I find new ones or new apps are recommended by other users in this thread. 

64-bit apps:

Snipaste 1.14
NirSoft UsbDeview 2.71
UsbTreeView 3.1.2
HD Speed
CPU-Z 1.80
Sumatra PDF 3.1.2
VeraCrypt 1.19
Prime95
HWmonitor 1.31
CCleaner
Mini Tool Partition Wizard 10 (but it asks for the WinPE-enabled registered version)
Recuva 1.53
Putty 0.69
7-Zip 16.04
Gimp 2.8 *
* the Gimp portable app as such did not work, but copying from installed folder "c:\program files\GIMP 2" did work.
Explorer++ **
** thanks jphughan


So far, the easy part. Now, suppose you need a Rescue CD, so you can't just add a folder the existing Rescue Media, or there are other reasons that make you want to integrate the new apps in WinPE when you create the Rescue Media, rather than add them later.



HOW TO INTEGRATE THE APPS 

See Andrew's reply in this old thread: https://forum.macrium.com/Topic1587.aspx


Anyhow, here's how I do it in Windows 10 Pro 64-bit (V. 1703 "Creators""), step by step:

1. If you never did it before, let MR Rescue Media Wizard download the PE10 "base" file, winpe.wim. It's a large file (over 200MB) but you just need to download it once.
In my PC, MR downloads winpe.wim to
C:\ProgramData\Macrium\Reflect\Windows Kits\10\Assessment and Deployment Kit\Windows Preinstallation Environment\amd64\en-us

2. Copy winpe.wim to a new location, let's say D:\myfiles\, and rename it custom.wim.

3. From a command window (cmd.exe), run as admin the following command in order to "mount" the custom wim image and thus be able to put new items into it.
dism /mount-wim /wimfile:"D:\myfiles\custom.wim" /index:1 /MountDir:C:\boot\macrium\mount
Actually I run the command from another dos-like window that's called Deployment and Imaging Tools Environment, which comes with Windows 10 ADK https://developer.microsoft.com/it-it/windows/hardware/windows-assessment-deployment-kit#winADK
but I guess the ordinary command window should work too.

4. Copy your apps to c:\boot\macrium\mount\myapps 

5. Run this command to save and unmount.
dism /Unmount-Wim /MountDir:C:\boot\macrium\mount /Commit
If you don't want to save, but discard changes, run
dism /Unmount-Wim /MountDir:C:\boot\macrium\mount /Discard
In any case, you must unmount what you mounted.

6. Run Macrium Reflect - Other Tasks - Rescue Media Creation Wizard, and click the Rebuild button when it shows ("Rebuild the rescue environment by copying the required files").

7. In the "Prepare Windows PE Image" select "Custom base WIM" D:/myfiles/custom.wim, and any other options you need.

8. After the Rebuild process, we are read to write the Rescue files to an USB drive or burn them to CD/DVD. If you instead terminate the procedure by clicking Cancel in the "Burn Rescue Media" window, and you added the Recovery Option to Windows boot, the rebuilt rescue environment will be available when you boot your PC anyway.

Finally, boot from your new MR Rescue Media environment, open the app folder and try if the apps work.
Keep in mind that, if you integrate the apps, you'll find them on drive "BOOT" ( X: ), which is RAM disk. That means that whatever changes you make on that drive, be it write, delete, edit settings, etc., they will be lost at reboot. On the other hand, what you do on other drives, is "for real", so be careful.


(POST EDITED TO ADD APPS AND EXPLANATIONS)

Explorer++  -- a free and very nice Explorer GUI file browser.  I actually also use it even in my main Windows environment because it offers two benefits there:

- If you launch it with elevated credentials, you can use it to browse folders that UAC would normally block you from browsing.  To access those folders in regular Windows Explorer, you'd either have to disable UAC, log in as the built-in Administrator account (which never uses UAC even when it's enabled), or consent to having the NTFS permissions changed on the folder you're trying to access.

- It offers tabbed Explorer browsing.  I can't for the life of me understand how we've had tabbed Web browsers for so many years and Microsoft hasn't implemented that concept for Windows, but there you have it.  However, I personally prefer an app called QTTabBar to add that feature, since it adds tabs to the native Explorer shell.  It's highly capable and customizable, so it will take some exploration, experimentation, and configuration time to get it dialed in, but once you do it's tough to go back to tabless Explorer, especially if you get in the habit of using the keyboard shortcuts.

Just as an alternative to people who want these tools but don't want to learn or deal with DISM, you can always just manually copy a "PortableApps" type of folder containing whatever additional apps you require onto your Rescue Media and then browse to that folder inside Rescue to launch whatever is needed. It's not as streamlined as integrating them into a custom WIM, but might be easier for some.  Of course that only ]works with USB-based Rescue Media.  If you're using ISOs for disc media, injecting that folder into an ISO is probably at least as complicated as using DISM to get Reflect to build the ISO with those apps included in the first place.

Either way, I can't remember offhand whether the File Explorer app built into Reflect's Rescue Media can be used to launch EXEs by double-clicking them, but if not then Command Prompt definitely can -- and if you use Command Prompt to launch Explorer++, you can use that to have a graphical interface for launching subsequent apps.  Or @dyhs does putting these into the Program Files folder cause buttons for these applications to automatically appear next to the standard Command Prompt and File Explorer in the taskbar?

The main thing that needs to be remembered is almost all WinPE builds are not dual-architecture builds (x86 & x64... 32-bit AND 64-bit) like the LIVE OS version of Windows is.  That puts a serious cramp in whether Portable Apps work properly within them.  In almost every case, you cannot run a 32-bit app in a 64-bit WinPE environment as well as visa vers.

As far as running apps using the explorer included in the Macrium Recovery environment, they work just fine (running EXEs) as long as the Windows architectures agree... that's very different than the LIVE OS which allows 32-bit apps to run in a 64-bt generated OS.

Yes, I remember noticing that WoW64 (the framework that allows 32-bit apps to run on 64-bit Windows) is not available in WinPE.  That note about making sure to version of an application whose CPU architecture matches your WinPE environment might be useful to add to the first post.  Also good to know that Macrium's File Explorer can be used to launch apps, although I seem to remember it didn't work for copying/deleting files, which is what drove me to look for a full-featured graphical file manager that worked in WinPE, only to discover that I was already using one in Explorer++ and simply hadn't discovered its PE support before.

1. Thanks both of you! I'm going to add a reminder about the importance of version match (32-bit VS. 64-bit) and some more explanations, like how to run the apps after you add them to the rescue environment.

2. In MR's original PE Explorer you can launch .EXE files by double clicking on them, and  you can copy and delete files like you do in regular Windows Explorer.
I sometimes use PE Explorer to remove some hard-to-delete folders in cases where most people would suggest using Linux.
What PE Explorer lacks, as far as I know, is advanced features like Search, which can be found in Explorer++,--yes that makes a good alternative.

3. Yes, like I said myself, "If MR rescue is already on USB drive, just copying the apps to a folder should suffice". 
I'll highlight that as the first thing and add some information.

4. It occurred to me that MR Rescue Media wizard adds the NetFX package which means support for some apps that would not run on the "base" WinPE. Good for us!
BTW, see https://www.symantec.com/connect/forums/not-able-run-win32-applications-winpe

This just prompted me to retest copy/paste with Macrium's own File Explorer. For some reason I couldn't get it to work before, but retesting the exact same Rescue Media just now it did indeed work fine. No idea what happened the first time.  In that case I guess my original desire for Explorer++ was unwarranted, but as you say it has other benefits such as search, the quick navigation sidebar, tabbed browsing, etc.

I purchased a 4-license pack a year or two ago on behalf of a customer of mine and am now a happy customer having switched from Ghost over the past 4-5 years.
Your discussion is very topical as one of the PCs he owns has now had *two* faults (1Y apart) that have crashed the HDD *and* the ability to launch the MR Boot menu on it.
The end-user is not at all technical and *ideally* I want to have the ability to remotely assist because they are located many miles away from my home.

Are there any RDP-like tools that run in the WinPE that Macrium provide?
Ideally something similar to Teamviewer but I have tried that (w/PE32b) and it fails with (System Error): Can't start program because AVICAP32.dll is missing.
If that isn't possible - can anyone point me at a site that can guide me through creating a WinPE that has the 'bits' that are missing or even better simply download one.
I tried Gandalf's WinPEs with Portable App's but it is a Sledge-Hammer to crack a nut and quite complex for the end-user as well as not allowing me to use the license/drivers for that machine.

Many thanks in advance for your time and any pointers/ideas you can provide... OldB...

This isn't a software-only solution, but when a family member who owns a small business for which I provide long-distance IT support was ordering new laptops, I recommended that they add the full Intel vPro "Advanced Management" feature, which is very inexpensive (albeit usually only available on business-targeted PC models) and adds a hardware-level remote KVM access mechanism based on VNC, including the ability to virtually mount media residing on the remotely connected client onto the controlled host. (This all made that recently discovered massive security vulnerability in Intel's Management Engine was a little exciting until everyone's BIOS was updated, but that's another story....) Anyway, it allows me to fully support their laptops even if they're unbootable, so it would work well in this type of scenario, though as I said it does have a hardware prerequisite.