I had thought about the idea of storing some kind of "code" on a external medium (flash, SD card or something) and have the main sketch be some sort of a interpreter that performs tasks directed by the external medium. It will be much more lengthy but with a large enough flash like on a Due you can program quite some stuff in and have a large medium just feed them the data.
But in the traditional sense of loading binary, no. You can't load binary and execute them.
Yes, especially since now we have windows on arm. it's glitchy, but it runs