i want to create a RPG / Roleplay game in 2D (like Pokemon for example but with pixel art looks).
What will be better, that i'll make my own game engine, or use an existing game engine?
you want to make a game, not an engine, right? so obviously use an engine if you can find a suitable one. if you can't find a suitable one, you'll need to provide the required functionality by some other means such as libraries or rolling your own code.
odds are someone here on gamedev can point you to the type of engine you need, if it exists.
i personally don't use engines. just d3d9.lib, d3dx9.lib, some of the standard C libraries, and in-house libraries with things like mesh, texture, model, and animation databases, animation engine, timers, low level drawing routines, d3d init and shutdown, window creation, etc.
There are some tutorials or something about creating your game engine?
a number of game programming books and big tutorials build an engine of some sort. others just focus on specific bits and pieces of some particular type of engine.
the source code for a number of game engines is also available for learning by inspection.
note that there can be about as many types of engines as there are types of games. after all, that's what an engine is, its a game of a particular type, with the content stripped out, where the intent is for the user (the gamedev) to provide the content to make some game of that same basic type.
the problem with engines is you seldom find one that does exactly everything you need, once your needs start becoming sophisticated. This is why many engines are extensible via scripting or other means. so you can add unique functionality required. even if you can't find one that does everything, you can sometimes / often find one that's close to what you need, and that you can MOD to get the rest.
the other problem with using engines is when you use the wrong type of engine. either you didn't know better, or its was all you could find. either way, its not really designed to make the type of game you're trying to make, and can lead to more hassle than its worth.
the final difficulty with engines is that the're not available for all game types due to lack of demand. only the most popular types of games have engines available. IE game types such as fps, side scroller, rpg, etc. if you're making something different, an engine may not exist and you'll have to "roll you own".
note that in "rolling your own", you still don't need to build an entire engine, just provide the functionality you need. this can often be done by cobbling together various libraries, such as 2d graphics, GUI components, audio, etc. add some example code for keyboard and mouse input, and you're well on your way to having all the low level stuff you'd use in an engine. this can be more efficient in the long run, as you can re-use 2d, audio, GUIs parts, etc to make any type of 2d game, whereas a side scroller engine for example could only really be used to make side scroller type games.
i think somewhere here on gamedev there's a list of most of the game engines out there, or it may be on wikipedia....
that would be the place to start shopping.
note that you'll want to assemble a complete suite of tools: engine, compiler, paint program, etc that all work together and you can convert file formats between if needed. IE make sure the paint program supports a file format the engine can use, or that you can convert to a format the engine can use. that kind of idea.