The common way to do it is creating a custom controller which will display the web page (rather than page as content item). There is an example here http://docs.orchardproject.net/Documentation/Building-a-hello-world-module
Of course you can modify the Page content item to add your custom content, but I think that in your case it's better to do a custom controller.
If you want something more specific, ask another question. You're asking too much in one question :)