PyroCMS works off a simple page tree concept. Under Content → Pages, you'll find a listing of your pages. Each page has a URL that a user can access (although PyroCMS does come with page-based permissions).

However, PyroCMS is also a modular CMS, and one of its unique features is to allow modules to have their own public URLs. For example, the Blog module has a control panel interface, but it also contains all the logic to display blog posts and even an RSS feed, accessible via the URL.

These module URLs use your site's selected theme, so they will be styled in the same way. However, if you want a fine-grain control over these module URLs, you can do so by overriding module views in your themes.