You can create your own tools using ModelBuilder or Python. Tools you create are called custom tools and become an integral part of geoprocessing, just like system tools (those installed with ArcGIS Desktop). You can open and run your tools from the Search, Catalog, or ArcToolbox window, use them in ModelBuilder and the Python window, call them from another script, or add them as toolbar buttons.
Learn more about creating your own tools
Learn more about adding tools to a toolbar
If you are a .NET developer, start with the topic Using Geoprocessing found in the ArcGIS Engine .NET help. For Java, start with the Getting Started topic found in the ArcGIS Engine Java help.