Frontend Plugin Help

Need some help.

I love how with the admin pages you can link to a file within a plugin and then load the settings page from there (this is all managed with the menus).

Is there anyway to do this with the frontend pages?

I know I can change the content on a page with add_filter ‘the_content’ or create shortcodes that load a function in the class but how can I get a page on the frontend to load a plugin file. For example site/page would load wp-content/plugins/myplugin/page.php…?

Thanks in advance.

Nick