Make a page in the back-end admin area, make a custom wordpress page, by adding a comment with the template name in the top (https://codex.wordpress.org/Pages#Creating_Your_Own_Page_Templates). After throwing this file inside your themes folder, you get a dropdown on the right side of your page editings page, select the file and you can use normal tags like get_header(); in the php file of the custom page template.
This is the only correct way to make a custom wordpress page as far as I know.
Thanks, but thats not what I want. Let me try again.
I have a page called rpx.php. This page is hardcoded by me, containing some custom login scripts.
My problem is that this page does not get the style from my theme. How do I apply it?
You need to do what Xevo said. upload this page to your wp-content/themes/whatever theme
Add a new page in the WP admin. When creating page in the right side bar choose rpx page as page template.
<?php
/*
Template Name: rpx page
*/
?>
<?php get_header() ?>
<div id="content">
<div class="padder">
PUT YOUR CUSTOM CODE HERE
</div><!-- .padder -->
</div><!-- #content -->
<?php locate_template( array( 'sidebar.php' ), true ) ?>
<?php get_footer(); ?>