You can create a page in the menu the normal way, then in Page Settings you can put in a fully qualified url (http://someurl.aspx) to the custom page. However, making it visually integrated to the site is another matter. You would want your custom pages to inherit from mojoBasePage and use the same skin/master page arrangement.
I don't know any solution to integrate some arbitrary app. mojoPortal is meant to be a development platform that you can build features on, it is not some magic integration system.
In mojoPortal you develop the entry point of an application as a UserControl that can plug into a CMS page, then from there it can link to supporting pages and pass in the pageid and module id to enforce security and to keep the main menu highlighted correctly since it sees tha pageid param as well.
Hope it helps,