While the number of, and power of, native Keyboard Maestro Actions is vast, sometimes you may need to do something that Keyboard Maestro is not well suited to do. But Keyboard Maestro has anticipated, and provided for this, by providing a number of Execute Script Actions, all of these available from the Execute category in the Action List:
For example, the Execute_an_AppleScript Action:
The Actions for the other script languages are very similar.
For more details about scripting, see the User Manual Page on Scripting