Does there exist standard way to run external program in Common Lisp?

No, there is no standard way, but there are libraries which provide this functionality for the important implementations. For example, there's trivial-shell available in Quicklisp, which provides shell-command. (I didn't actually test it, but its among the recommended libraries on CLiki.) There is also external-program. Update: inferior-shell seems to be prefered these days, as Ehvince points out in a comment and his own answer.

You could also use read-time conditionals to make different implementations use their respective functionality to do this.

CCL has ccl:run-program, for example:

CL-USER> (run-program "whoami" '() :output *standard-output*)
foobar
#<EXTERNAL-PROCESS (whoami)[NIL] (EXITED : 0) #xC695EA6>

Yes, with UIOP, part of ASDF, that should be included in all modern implementations.

• synchronous commands: uiop:run-program
• asynchronous commands: uiop:launch-program

So for example

(uiop:run-program (list "firefox" "http:url") :output t)

or

(defparameter *shell* (uiop:launch-program "bash" :input :stream :output :stream))

where you can send input and read output.

They are more explained here: https://lispcookbook.github.io/cl-cookbook/os.html#running-external-programs

trivial-shell is deprecated and replaced by inferior-shell, which internally uses the portable uiop's run-program (synchronous), so we can use just that.

The following shows an example of calling wget from within common lisp:

https://diasp.eu/posts/1742240

Here's the code:

(sb-ext:run-program "/usr/bin/wget" '("-O" "<path-to-output-file>" "<url-link>") :output *standard-output*) 

(defun dot->png (fname thunk)
   (with-open-file (*standard-output*
       fname
       :direction :output
       :if-exists :superseded)
     (funcall thunk))
   (ccl:run-program "dot" (list "-Tpng -O" fname))
)

i run success in ccl(clozure),when study land of lisp p123