Ready-made apps cover most needs, and a request can fill many of the rest. But sometimes what you want is specific enough that the only way to get it exactly right is to build it.
You can. A custom app runs on Screenly like any other piece of content, dropped into playlists and scheduled the same way. The difference is that the logic and the look are yours.
Building one is a developer’s job, with its own ideas behind it: where the app runs, how it keeps secrets safe, and how new versions ship and update. Those are covered in Building apps, under Build with Screenly.