1. A process for providing decision support to a user of a workflow application, the process comprising: using the workflow application stored in a memory connected to a computer, causing a processor of the computer to coordinate a plurality of workflow processes within the workflow application; using an application program interface from a plurality of application program interfaces, connecting a decision support engine to the plurality of workflow processes within the workflow application and to a plurality of external data sources; at a workflow process within the workflow application, sending a query that identifies an external data source within the plurality of external data sources; using a query manager of the decision support engine, receiving the query; using the query manager of the decision support engine, extracting from the query an identity of the external data source; using a connection manager of the decision support engine, opening a connection to the external data source; using the query manager of the decision support engine, transmitting the query to the external data source; using the query manager of the decision support engine, receiving a query result from the external data source; and using the query manager of the decision support engine, providing the query result to the workflow application, wherein the plurality of external data sources are logically connected to the workflow application only through the decision support engine, wherein the application program interface includes a set of utility programs, methods or objects used by an application developer to integrate a functionality of the decision support engine into the workflow application so that the decision support engine services a plurality of queries that support decision making from the plurality of workflow processes, wherein each workflow process of the plurality of workflow processes interfaces with the decision support engine through a corresponding application program interface to specify at least one external data source and to submit at least one query to the decision support engine, wherein a data source is any medium used to store structured data or any computer program to retrieve data from a structured data storage medium including a file, a database, a data mining application, an internet web service and an application service provider, wherein the workflow application uses the application program interface to implement decision support logic, and wherein the application developer implements the decision support logic into the workflow application without implementing logic to access the data source.