well.... if you have a page you made through wordpress.... calling it mynews.php isn't really necessary. It could just as easily be My News
Making a page through wordpress doesn't make any new file.... php or otherwise.
It's just info stored in your database.
To be able to run your php from within your page, you have a couple options.
You could make a new page template following the guidance I linked to above. Name it something like mynews.php and assign it to your news page. The new template could simply be an exact copy of page.php with the appropriate header, and your code from your original post inserted
If you don't want to go that route, there are plugins which allow php code to be run from directly within a post/page
is one of them.....