Having a lucid dream means being "awake" (conscious) in your dream, so yes, it happens as you do it.

The detail/vividness of the dream is different from person to person, but can be improved with stabilization and experience/practise.

Dream control is also different for everyone. Some find it easy to do certain things (such as flying), others find it hard. This too is something which can be practised and improved.
But yes, in a lucid dream you can do practically anything. Of course, first you should determine if you really are in a dream or not, and this is what reality checks are for.