Any page published by sharepoint is just like any other page and will have a url that can be used to link to it, just like any other page on the internet.
With regards to data access Sharepoint has it's own infrastructure that can remove a lot of the coding required with asp.net / ado.net, if you are looking at data access with sharepoint you will want to investigate the built in web parts, data sources and the Business Data Catalog (BDC) for starters.