How to link and display an “example.php”?

To expand on Tom’s answer, you need to understand how templates are used by WordPress. They are the framework that ‘builds’ the page output. You use a template by creating a page, then selecting that template.

Start here to learn about templates

Note that you should only create templates in your Child Theme. If you put it in an active (non-Child) theme, a theme update will remove your template. Always use Child Themes. There are many plugins that will quickly create a Child Theme, or you can learn about it here: