I am wondering how i can switch applications? For example, i want to switch from VLC to Finder and then select a video etc.

Is this possible?

thanks 

You can switch supported applications by using Remote Buddy's menu.

Support for controlling the Finder is not to be found among the Behaviours that ship with Remote Buddy though. Instead, Remote Buddy already integrates a file browser in its own menu.

For a demo of above features, you may want to watch the demo videos: 
http://www.iospirit.com/products/remotebuddy/videos/#videoOverview

Or, simply download the free, 30 day trial to explore it yourself.

Best regards, 
Felix Schwarz