One way this is done is to first create shortcodes that generate the content you want to display on your pages.
Then, upon plugin activation, programmatically add your pages (or custom post type if that is more appropriate) and set their content to your shortcodes using wp_insert_post
Now you have a set of pages ready out of the box that your users can use. However, they can still alter the pages or move the content to their own custom pages if they prefer.
Finally, if your plugin requires Knowledge of which page contains which content, make sure you have a setting in your settings panel to assign any custom page the user likes (for example, like how WordPress allows you to set any page to be the home page)
Hope that helps!