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Neo has the ability to use his powers in the "real world" because it is infact not the real world but a different version of the matrix.
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Perhaps Neo really is in the real world but what the film is implying is that the way we perceive the real-world is no more real than the world perceived in The Matrix.
Beyond physical forms, everything in the real world is made up of sub-atomic particles (=electromagnetic energy, = 'light') arranged and organised by the laws of physics. Remember, "There is no spoon". Even humans are just sub-atomic particles controlled the laws of physics ("Love and Karma are just words")
In The Matrix, Neo could see beyond the physical form and 'sensed' the world as green code (1s and 0s controlled by logic). Eventually in the real world he could see beyond the physical form and 'sensed' the real world as orange light (sub-atomic electromagnetic energy controlled by the laws of physics). Knowing the true nature of either world allowed him more control over that world. In Matrix I, Morpheous said to Neo "You cannot break the rules but you can bend them"
Where Matrix I was a tightly packaged film with everything explaind, Matrix II and III are really two halves of a much looser film that gives clues but omits the explanations.
Allan