Many URLs can be customised yeah - though not all of them, and not completely freely.

For CMS pages the URL is taken from the Menu Title that you give the page. Once published the URL will not change though, even if you change the Menu Title. The trick here if you really want to change the URL of a published page is to unpublish the page, then change the Menu Title, then republish.

For the applications you can change the URL at which the application is available, but you can't change any of the URLs of pages within them.

If you want to make a convenient UR, e.g., to publish on a flyer or poster, then you can make use of a Redirect page to make a memorable URL redirect through to the real URL of a page.

Thanks

Joe