How to code a wordpress page properly? Dashboard or unique Theme files or alternative?

At the moment I want to do individual pages which will display results fetched from an api (each page has an individual api key) from an external site.

Later I want to add a plugin where you can enter the api-key and then creates the individual site.

It is my first project like that and I am not completely sure, what is the right way to develop such pages. As far as I understood pages are not stored as files but as posttypes in the database. So it wouldn't be possible to edit these pages as files.

Do I need to create theme files and put the code in there and then call the creation of pages from the themes files within? Do I create one theme file for all pages or do I need to create a theme file for every page?

Or the alternative (which I guess is not the right way) Should I create pages in the dashboard and put in there the code? (As far as I understood pages are not stored as files but as posttypes in the database, so it wouldn't be possible to edit these pages as files).