Using a sendRedirect one can forward a request to a resource outside the web server.
Why cant we give a simple link like "http://www.yahoo.com" instead of a sendRedirect, as anyways the control is going out of the application.
What is the exact reason for using a sendRedirect?
sendRedirect is used in a code, based on the logic, "dynamically" you will redirect the request to some other page. For example, if you get a request to show the details of the person who actually not logged in, now you redirect the page for login page.
Where as the LINKS are predifined in the page for a particular page, this is not a dynamic one handled in logic.
Is there any way control returns to our application?
When you want to have your control on the application when it goes out of scope, you have to use FRAMES or IFRAMEs. For example, while click on the result image of Google Images, it takes you to actual site of the image. But there will be a google's frame on top the page. By having a frame like this, you can still have a control on the application.