So I'm not really sure what your trying to do with the Application.cfm, but like Ageax said, the Application.cfm runs on every request ( whatever workflow you had in mind for the onRequestStart() function you can just do in the Application.cfm)
If you really want an onRequestStart function in Application.cfm you can make your own function and explicitly call it after like this
Application.cfm
<cfset Application.test = " AND IS USING AN Application Var :D!! ">
<cfscript>
function onRequestStart(){
RETURN "THIS HAPPENS AT THE START OF EVERY REQUEST! #Application.test#";
}
</cfscript>
<cfoutput> #onRequestStart()# </cfoutput>
This question and article might be an intresting read for you if your not forced to use an Application.cfm
ColdFusion: Are there any use cases where an Application.cfm is preferable to an Application.cfc
Migrating from Application.cfm to Application.cfc