add a new file to wordpress

I want to add a new page to my WP website which should load instead of “index.php”. the file name is “loader.php”. i know i should define it in server settings. anyway when i load the file via path (site.com/loader.php) it loads CSS values correctly but gives error for WP codes – they’re working good in WP theme files.
how should i add my page to work? Thanks