You can really do it any number of ways. The preferred method would be to create new widgets using Sitefinity Thunder. You can build standard widgets or mvc widgets. Note that our mvc widgets supprt asp.net mvc 3 and not 4.
You can, however, build your own mvc 4 widgets, and web forms if needed. At it's core Sitefinity is just a .Net project and you can interface with the code via Visual Studio like you would any .Net project. All of our content modules are supported by native and fluent apis, so you could programmatically create your pages and integrate them with the project. It's probably easier to create controls rather than pages, cause you could still register them in the backend and drag and drop them on to your pages, but you have your aspx files as well. You just create a Sitefinity page and have it redirected to it.
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Public Issue Tracking
system and vote to affect the priority of the items