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".