I wrote:
To test the application, you can create a file using this current page.
Should I only say "the current page" or "this page"? I mean the page this line is on and the user is reading (looking at) it.
Grammatically, "this current page" is okay, but it's stylistically quaint.
Whether "the current page" or "this page" is better will depend on the context, IMHO.
If this page already exists and the user is looking at it, then "this page" might be better. If this text is part of a guideline and the user is reading the guideline and this "page" is not before his eyes, then "the current page" might be better.
Since you've said that the user is looking at the page, I'd go for "this page".
The word current as an adjective is used to describe things that are happening or being used now, for example, "Our current methods of production are far too expensive (The Free Dictionary). So I think there's nothing wrong with saying "the current page".