If you are already playing with SharePoint 2010 and BCS, you would have noticed that there is no option to associate workflows for external lists. Many users have asked me whether these external list support workflows, so here is the answer from Tom Rizzo, SharePoint Senior Director, at the MSDN forums:
You can associate a workflow as a custom action for your External List in SPD. You probably (and I’ll have to double check but I’m 99% sure) can’t have a workflow fire by default against an external list since the workflow engine won’t see things changing in the backend system.
Now, workflow is pluggable in 2010 so you might be able to plug in your own event provider into our workflow engine and watch the backend yourself. I haven’t tried to do that yet so I don’t know if it’s feasible but it’s something to take a look at if you want automatic workflow start but definitely clicking a button on the ribbon on an external list and triggering a workflow is supported.
Rather than creating an external list, you may want to instead create a SharePoint list with external columns so you get more SharePoint native features.
Hope this helps.