This is a really broad question. You need to learn Qt or another GUI framework, learn to build C++ code, etc. There are many tutorials on the internet. To start, see some nice links @lassoan just compiled here.
We provide a lot of support for building modules within Slicer, and the goal is to make development faster and easier than building everything from scratch (especially if you use Python). If you want to do something else you are free to do that, of course – the code is all open source under a completely permissive license (BSD like) so you can use the pieces you need, under the license, or read the code to learn.