First lets assume that your in the key of A minor, and that you are using the A minor pentatonic scale.

Any of the chords in a natural A minor progression can be used to play under the A minor pentatonic scale. Also chords from the C Major scale may also be used since C Major is the relative major of A minor. They both have the exact same chords (C d e F G a b,) but different centers of tonality (for A natural minor its A minor, and for C Major its C Major.) This is the theory for building progressions around a melody to the extent of my knowledge.

When building a melody around a progression in a given key the same rules can apply as stated above. Also ideas can be derived from modes. Unfortunately my knowlegde of modes is to weak to be able to give any useful information.