just create a page type MyPage.php then create one of these in the CMS. Then in the MyPage_Controller you can overload a method called Content to set the content from your PHP Script instead of the Content from the CMS or use a MyPage template to send custom content

Read the second tutorial so you have the understanding behind this but create a file named whatever for this example ill call it DirectoryPage.php. Create this in the mysite/code folder

<?php

class DirectoryPage extends Page {

static $db = array();

}
class DirectoryPage_Controller extends Page_Controller {

function Content() {
// your php function
return $SomeText;
}

}

Then visit http://www.yoursite.com/db/build?flush=1. Next in the CMS you need to create a new page of type - DirectoryPage and you should have a custom page. Read tthe tutorials for a bigger overview