Mule can run web applications using its embedded Jetty container. This allows a web application deployed in Mule to interact with Mule flows. For example, a web page can collect data from a user and pass it to a Mule flow backend service for processing, like inserting into a database. The Mule service can then return a response back to the web page. This demonstrates how a web application hosted in Mule can seamlessly interact with Mule flows and services.