I can see where you are getting confused, since the use of the term 'Module'. However, in essence you can register a 'code-only' module as you only want to add some handlers. The easiest way is to add a file to your App_Code or Old_App_Code folder which would be compiled as part of the web site / application. By default this should create an assembly that already has the AssemblyDiscoverable attribute and hence Kentico will look to initialize that during Application startup.
You would need to ensure you include the RegisterModule attribute and inherit from the 'Module' base class, overriding the OnInit which gets called during the application startup and allows you to attach your event handlers.
If you take a look here it has some information https://docs.kentico.com/k10/custom-development/creating-custom-modules/initializing-modules-to-run-custom-code