Short answer: No.
Their license is almost sure to not be valid on your machine since it is almost 100% probable that they have a one seat license and already have it installed on their own computer. Therefor, the copy they install on your computer is not licensed. The fine or penalty will be yours--not theirs.
Also you aquire the obligation to know thw license terms of their software, to know what problems or conflicts their software can cause in your environment, and to provide technical service for an ever expanding range of software. In short, a lot more work for you.
ANY software should be installed by IT/IS and never end users. Never give admin rights to end users, especially non-employees. Why do I say especially non-employees? Because they tend to have shorter duration with the company; depending on policies contract employees may feel they don't get treated as well as others (lack benefits, etc) and therefor maybe more likely to be disgruntled; and may have a lower level of loyalty to the firm since they are "just temporary". Others may argue that subcontractors can actually be more professional since they can specialize, but let's be honest most companies use contractors as sales staff to pay less taxes and avoid other costs. This translates to increased risk for the Info system.
Another issue is whose customers are they? The contract worker or your firm? Why would you want customer data in a foriegn format if the customers are property of the company? Should the contractor be allowed to take this information out of the company? If not, I sure wouldn't facilitate it by using their choice of software. If the information belongs to your company what mecanism will you use to move data between all the different software so that the next slaesperson has access to past data?
It's a quagmire that you probably should avoid.