Hi all, I want to open an Appian form/page from an external application.

Appian form (tasks, pages, dashboards, tempo actions, tempo forms, tempo Records, tempo reports) all have a URL that you can trigger from any external system.
forum.appian.com/.../Quick_Links_Using_Intuitive_URLs
If the user is logged-in or SSO enabled, they'll be taken directly to the page. If not, they'll be asked to log-in.