Depending on your desired end result, you could place it in with a module (just an ASPX page) and then it would be accessible via http://someportal/DesktopModules/SomeModule/SomePage.aspx or you could do it as a completely separate web application / website, reference the core DNN assemblies, and then put it out there.

If you use the second method (and frankly, depending on how you do the first method), you may be required to add a <codeSubDirectory> for your project (only if it is C#).  With the second method, you can place the ASPX file anywhere you want, but want to make sure it is unique otherwise future core changes might accidentally overwrite it with a file named the same thing.  Your DLL(s) for your little webapp would be placed in the base bin for the whole application.