Learning about Pages

Hey guys, I am trying to make a custom static page like about.php

To load the wordpress environment for this page do I need to do this?

<?php define('WP_USE_THEMES', true); require('./../../../wp-blog-header.php'); ?>

<?php /* Template Name: ProShade */ ?>

Also I create a template called ProShade, is this just for including header, sidebar, footer etc for your pages?