I've can't find any documentation or guides on how to write your own native code for an outsystems native application.We have a custom SDK which we would like to implement/use in our application. Can anyone help me?
Integration Studio is the Outsystems tool that lets you incorporate your own .Net or Java code into an Outsystems application. If you installed Service Studio then Integration Studio was also installed. This link should get you started -http://www.outsystems.com/help/integrationstudio/9.1/index.htm#t=Getting_Started%2FOverview_of_OutSystems_Integration_Studio.htm
Hope this helps,
Are you targeting Mobile Apps or Responsive Apps?
If responsive, then you probably want to follow the path Curt indicated. If you're going for a mobile app (available in OutSystems 10) then you'll probably want to create a cordova plugin. Then you can integrate that plugin using Extensibility.