developing an application to return snmp information

I am a bit confused about a few things and I can find no relevant
information about how to do something in snmp, and that is get custom
data for which a mib doesn't exist.

I can create my own MIB, but how does the mib know how to retrieve the
information from the application??
Would I have to write my own snmp agent?

Lets say I want to get snmp to return data for a custom application I
have written on linux.
How would I go about starting out to get snmp to retrieve information
from this application?

What about retrieving data that isn't in the ucd-snmp mib from a linux host.

Thanks in advance.
Matt

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