Writting new plug in - Need page to display without short code

Most plugins seem to display content via short code. Create a page in the dashboard, add short code, presto you are there. Have done that, plug in works, short code works. But I do not want users to have to do the same to get my plug in to work on their blogs in multi site.

I noticed that with some plugins like BuddyPress there is template driven page output without a person creating a page. Example: BuddyPress pages for listing Blogs, Members, Activity, and the likes.

I -think- what a person does is to register a slug with a function? Am I right? Can you point me to a tutorial?