APIs such as Short Message Peer-to-Peer (SMPP) and HTTP can be used by an application to receive SMS text messages sent to VMNs. The application can then extract the message text and process it in the context of the application's purpose. This would often trigger the application to send an SMS back to the user.
Initially it may have been that the mobile user was sent an SMS text message from the VMN and the user was requested to reply back to it. Although not necessary in order for the mobile user to send a message to the application at the VMN, it is often then case that an incoming message to a VMN is as a result of the mobile user having received an SMS from a VMN.
VMNs are normally dedicated to an application and not charged by other applications or other organisations. This means that it's not necessary to use a keyword in the message to differentiate applications using the VMN and that the VMN can simply be published in your marketing and documentation.
When customers, staff or other parties see a mobile number as the sender of an SMS text message they've received, the know that they can reply back to it. Using VMNs are the originator of an SMS text message allows this, whereas an alpha source address (e.g. "VirtMobile") doesn't allow replies from mobile users.