I wrote my own PHP file and include it to Wordpress using: http://www.paulund.co.uk/rewrite-urls-wordpress
But now if i try in this file use Wordpress variable or function (for example get_header();) i see only blank screen. I understand that this file can not use these variables but how can i link this file with Wordpress?
I think it is simple and i tried to find answer but i don't know how to name that. Can you please help me?
I see this error reason: Fatal error: Call to undefined function get_header() in /home1/colleie6/public_html/wp-content/themes/flatads/filter.php on line 9
Try including wp-load.php, as outlined on this answer (as per the comments, you don't need the other files).
EDIT
As per the comment from Steve Buzonas, this answer's wrong for your particular situation. I missed the mention of the tutorial, and thought you had a standalone page (much like the other question I linked to). Sadly, since it's the accepted answer, I can't delete it.
Looking at the tutorial, it looks like the code should be added to your theme's functions.php (though I'm tempting fate by not testing it).
One way to access WordPress native functions in external PHP file is including 'wp-blog-header.php' file into your external PHP file:
e.g. require_once('wp-blog-header.php'); //make sure to change the path according to your external file location