Custom theme template files

If you want to use custom page templates, yo have to:

  1. Create file for your template.
  2. On beginning of your file add comment defining that this file is custom template file (/* Template Name: One column, no sidebar */).
  3. Manually set that chosen page should use this custom template.

Of course you can also create custom templates for taxonomies, categories, and so on.

Here you can find great image showing how exactly the template to display is chosen by WordPress: http://codex.wordpress.org/Template_Hierarchy