How to load custom php file in WordPress themes

You don’t need to create custom php file to do that. Basically, WordPress is for blogging.
You just have to create a Category named Blog and create some post under Blog category and in your folder theme just create category.php to show all your post.
I suggest you to have a look WordPress Template Hierarchy. It helps you to build a custom theme for WordPress.
https://codex.wordpress.org/Template_Hierarchy

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