Using instructions - add applications through: "Tools" -> "Run Apps" -> "Add Application" - I created "Run App.sublime-commands" file with some sample commands in it. They did not show on the Command Palette.
After your last response I checked ST console and found a syntax error in one of the commands. When I fixed it the list of sample commands appeared on the Command Palette. It looks like default "Run App.sublime-commands" file contains an error which I did not expect.
Thanks a lot for the hint!