You can create your custom pages from Backend > Content > Pages.
One good example of a custom page is the Cookie Policy page.
Once created it can be accessed in the frontend using its slug (i.e. cookie-policy) : https://yourdomain/index.php/pages/cookie-policy.
You can create a menu having an item that will point to this URL.
Besides its content and title you can assign a hero image to be used as a header.
