The "Run a script" option is disabled for security by a Windows update.
Here https://www.slipstick.com/outlook/rules/outlook-2016-run-a-script-rules/ you can see the difference before and after the update: "start a application" is missing. If you want to look at a screenshot from me (after Microsoft Updates) look at the last image in this post. I have a German version of Outlook.
For enabling this option I looked at Outlook 2013 'Run a script' rule has disappeared. I enabled Macros (tested as mentioned by @jsotola) and add in the Registry the following key:
[HKEY_CURRENT_USER\Software\Microsoft\Office\15.0\Outlook\Security] "EnableUnsafeClientMailRules"=dword:00000001.
But there isn't any "Run a script"-option in the Outlook rules. I tested it even with reboot.
Edit:
I tested it on another computer with Windows 10 and also Outlook 2016: Here the registry key works as desired and I can choose "Run a script".
So I see, it still works. But I need it for my computer with Windows 7.
