Many helpful custom interfaces are already available

GitHub - ros2/common_interfaces: A set of packages which contain common interface files (.msg and .srv).

Create a dedicated package for custom interfaces

ros2 pkg create my_robot_interfaces

create msg folder inside interfaces package

Default file structure of package

.
├── CMakeLists.txt
├── include
│   └── my_robot_interfaces
├── package.xml
└── src

Required file structure

.
├── CMakeLists.txt
├── msg
└── package.xml

Update package.xml file

After <buildtool_depend>ament_cmake</buildtool_depend> add the following lines

  <build_depend>rosidl_default_generators</build_depend>
  <exec_depend>rosidl_default_runtime</exec_depend>
  <member_of_group>rosidl_interface_packages</member_of_group>

complete code:

<?xml version="1.0"?>
<?xml-model href="<http://download.ros.org/schema/package_format3.xsd>" schematypens="<http://www.w3.org/2001/XMLSchema>"?>
<package format="3">
  <name>my_robot_interfaces</name>
  <version>0.0.0</version>
  <description>TODO: Package description</description>
  <maintainer email="[email protected]">ed</maintainer>
  <license>TODO: License declaration</license>

  <buildtool_depend>ament_cmake</buildtool_depend>

  <build_depend>rosidl_default_generators</build_depend>
  <exec_depend>rosidl_default_runtime</exec_depend>
  <member_of_group>rosidl_interface_packages</member_of_group>

  <test_depend>ament_lint_auto</test_depend>
  <test_depend>ament_lint_common</test_depend>

  <export>
    <build_type>ament_cmake</build_type>
  </export>
</package>