If you want to make a normal page with HTML and maybe javascript but no PHP and such, you can add one in the admin panel (in the 'pages' section).
If you want more control, you can make a module. You'll have to make a plugin with 2 files : 'qa-plugin.php' and 'qa-mypage.php'.
In 'qa-plugin.php' you'll have to add this :
qa_register_plugin_module('page', 'qa-mypage.php', 'qa_mypage', 'My Page');
The details for the rest are explained in the link jatin.soni gave :
http://question2answer.org/modules.php?module=page