It depends on exactly what you mean - if you mean you want the ability to insert, update, delete and select data by varying the url that is referred to as a REST architecture and you need to do a little work to vary the http verb that the page is called for (i.e. HTTPGET to return data, HTTPPOST/HTTPPUT for create/update etc.) - most people (including DNN) do this via ajax based services (read up on DNN's service framework for some examples). If you simply mean selecting that DNN's url rewriting works in that way i.e. a page with a module on it might have a "real" url of mysite.com/default.aspx?tabid=2&mid=99&reportid=1 but DNN rewrites that by mapping page 99 to a page called "courses", reading back the module name "coursedetails" based on the moduleid of 99 and then rewriting the reportid=1 part in a directory structure(reportid is a variable that your custom module uses to read the report back) - the eventual path that appears in the url would be mysite.com/courses/coursedetails/reportid/1

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You just need to add code into your module to read the parameters i.e. request.querystring (though normally it's a good idea to use request.params to support both get and post requests for the case where your module allows edits)

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