What file have I to create in my custom WordPress theme to show all the post belonging to a specific category?

A custom template for one specific category should be named category-slug.php where “slug” is the WP slug for the category. WordPress will automatically use this file to display the archive for that one category.

You could also name it using the ID of the category.

If your category is “legacy-posts”, then your template file should be named category-legacy-posts.php.