How to build a custom Splunk app?
Splunk provides lots of useful resources to develop your own Splunk apps at https://dev.splunk.com/enterprise/docs/developapps
There are many kinds of Splunk apps, which can do different things, so it depends on what you are trying to achieve. At the most basic level, you can just create a new app inside the Splunk Web UI, and create content like dashboards and saved searches.