Custom post list but not in index.php

Hello,
I’m trying to have a link in index.php file to call another php file (ex. my_list.php).
I want to display a custom post list in “my_list.php”.
I’ve so created “my_list.php” from the “index.php” provided with twentytwelve theme, but when I browse this new page, I get an error message :
Fatal error: Call to undefined function get_header()...

I’m surely missing something basic but I do not find what.

For information : index.php is designed to display much more informations than my_list.php

Thank you for any help