The better way of doing this would be to create a specific page template, e.g. page-your_page_template_name_here.php ([https://developer.wordpress.org/themes/template-files-section/page-template-files/#creating-custom-page-templates-for-global-use]).
Then create a new page via Pages > Add New, and change the page template to this newly created template. It will then load whatever content you include in it.
The better way of doing this would be to create a specific page template, e.g. page-your_page_template_name_here.php ([https://developer.wordpress.org/themes/template-files-section/page-template-files/#creating-custom-page-templates-for-global-use]).
Then create a new page via Pages > Add New, and change the page template to this newly created template. It will then load whatever content you include in it.