How can I create a custom page with #react-admin without the menu sidebar like login page?

This is not obvious in the documentation but the Route actually accepts a noLayout prop:

<Admin
    customRoutes={[
        <Route
            path="/custom"
            component={CustomRouteNoLayout}
            noLayout
        />,
        <Route
            path="/custom2"
            component={CustomRouteWithLayout}
        />,
    ]}
>

Add a custom route with the component you want to render. When route is successful the specified component will be presented. No Menu will be shown just whatever you have in the component you send as prop to Route.

The way you put the question it seemed like you were trying to have a custom page that hadn't a MenuItemLink in Menu. Had to reread the question to understand what you wanted.