Ahh, now i track you.
Well a Context class is just a normal Class that has Context specific information. Can you provide a little more details about what type of "Context" you are looking for?
For example, the MembershipContext is really just providing the UserInfo and other objects for the current user (which does a look up on their session / credentials i suppose).
You can extend Info and InfoProviders, but Context and Helpers are just classes Kentico provides to aid you, so you should just be able to create your own classes and use them.