I was watching a wordpress course, the explainer has page.php and index.php wich means the page.php must be load, but the home page is loaded with index.php! I used his same files but I has page.php loaded in the home page? How he does override it but I no?
You should read about WordPress template hierarchy.
This question also has some related answers.
In your case, the most likely scenario is: the explainer had set the blog listing page as the home page (this is default option) and you have set a static front page as home page. Since his is blog archive, it's being loaded by
index.php and yours is a page, so that's being loaded by
This is just a typical scenario, but there may be other settings that are affecting which template file to load.