We could add code in the setup function after server.begin() line ?
We could code after server.handleClient(); delay(1); in the loop function?
We could add code in functions we create?
Is there something (s) I dont see?
The answer is yes to the first three questions.
All the code to run the web server is asynchronous. So, all functions will only run when needed (when you access the web server and you upload a new sketch over the air).
So, you can write your own code in that sketch without any problem (add code to the setup(), loop() or create your own functions.