You have a WordPress site with a specific theme. That is, all posts and pages look like this theme.
Turns out I need to create a new page, and that page has to have a different theme from the entire site.
Is it possible, just on that page, to change the theme?
Plugins for multiple themes
Without involving programming, there are at least two plugins to do this:
I haven't used any, so I suggest you test and see if any of them work for you.
Different layouts in one theme
If you are implementing or modifying a theme, it is also possible to create different types of layouts within the same theme. Various themes allow you to choose the type of layout for each page or post.
For example, on one page you don't want the side menu, on the other you want it without the menu. Good themes have different layouts for the homepage, contact page, etc.
I believe this solution is the best for most cases, unless there is a very specific need, as it is not common to completely change a theme from one page to another.
It would be too long to detail the step-by-step to do this, but basically you need to create a PHP file add with a specific header and WordPress will find the new layout automatically. See the documentation for more details.