Warning: Cannot modify header information when using require or require_once

Hi, I’m WordPress newbie.

I’m creating a plugin that redirect to custom login page each unregistered user access a website, let say the custom login page : custom_login.php.

I am able to create a code to redirect it but it seems no wordpress functions work in custom_login.php. So, I think I have to load something through the file. I guess wp-load.php.

Then I add some codes below at the top of the page :

<?php
require( 'd:\xampp\htdocs\wordpress\wp-load.php' );
?>

But then I got this error :
Warning: Cannot modify header information…..

I changed to require_once but still get similar error.

Some solutions of this forum threads advice to delete any whitespace. Frankly, I don’t know what does it mean but I tried to delete all whitespace anyway so that the code become :

<?php require('d:\xampp\htdocs\wordpress\wp-load.php');?>

But it does not solve anything. The error is still exist.

Please help me, the expert ones.
Thanks in advance