Off-line analysis

I first have to make "my own".bro, and then add the "my own.bro" file to
policy setting in bro.cfg?

No, bro.cfg is for (somewhat) turnkey operational use. For your
own offline analysis, you should ignore it and just create your
own file my-own.bro and then use

  bro -r tracefile my-own

to process it.