At present, if you want to add blocks to a custom page you should use articles as custom pages. For this go to Administration > Articles > Articles Settings and click the 'New Articles Type' link. Fill the necessary fields and save the type. Then click on the newly created type and create a new article for this category. This article will be your custom page. When the article is created click the 'Details Layout' (above the name of your article) add the blocks you want for this page. Then come back to your article, click the 'Edit' link and copy the path to this custom page, like: article.php?category_id=31&article_id=26. Type this path in the browser bar after the URL of your site (eg. yoursite.com/article.php?category_id=31&article_id=26) and your custom page will be displayed.
Also, you can create a custom page (via Administration > CMS > Custom Pages) and enter the path: article.php?category_id=31&article_id=26 into the 'Redirect to URL' field. Then your custom page will appear in the menu.
Currently, this is the only possible way. In future releases we are planning to make it possible to add columns and blocks directly to custom pages.