I am trying to create a custom page with xml and phtml and I do not know the right way to do that.
These are two different files in Magento 2.
There are configuration files with extension .xml and template files with extension .phtml
You can see some of configuration files at Vendor/Module/etc/ and template files at Vendor/Module/view/frontend/template
Here is an example how to create an xml file
Example for template file