A wizard is dedicated task with a clear goal, and is composed as a sequence of guided steps.
Depending on how much content there is in each step, there are multiple ways you can present your wizard, for example:
- In a modal dialog
- In its own dedicated page
- Embedded in an application page which has other application navigation features
Like most design problems there are pros and cons to consider. For example, if you choose to have a wizard embedded in a page which also contains the application navigation, you will now need to consider what happens when the user decides to click one of the application navigation links, e.g. do you display a warning that the wizard is not complete? Do you offer a Save for later feature?
There is also cost to consider. If you are embedding the wizard there is a slightly higher development cost because you need additional code whenever the user decides to click a navigation link (they are effectively cancelling the wizard if they do this).
So without knowing the specifics of the content of your wizard pages, I am unable to offer any other guidance as to which approach would be best for your situation.