how to include 3rd party php script?

I’m thinking about adding a glossary feature to me wordpress blog.
I’m now wondering what the best way would be to integrate a 3rd
party script with WordPress (short of rewriting the whole 3rd party
application and making it into a plugin)?
The main problem I can see is how to get the link structure of the
3rd party application to work in WordPress?
Should I use pages and put the code of the application in there or
is there an easier way to build the WordPress interface around an
external application?

Thank you for your help.

Steve