How to self-create a docker image in GitHub Action then use it for steps?

Is it possible to omit using of Docker Hub and any docker image repo/registry to use a docker image in GitHub Actions?

I have a self-hosted runner Linux PC which is able to create my own docker image in any time. Is it possible to make a GitHub Action which in the first step create a docker image then in further steps everything is executed in this self-created docker image?

Of course, in the end of the full GitHub action/workflow self-created docker image should be removed and cleaned up everything.

In most of tutorial and blog site, there is only info about how can publish docker image to any registry via GitHub Action. I can not find any similar solutions. :(

Edit: Summary my goal is the following in a GitHub action of my SW project:

• git clone my dockerfile from a 3rd party git url
• build my docker (self-create an image)
• run my docker then start to build my SW project in it
• Zip my binary outputs and upload to any artifacts (like pypi, nuget etc)
• destroy my self-created docker image forever (next time it will be created again)

Yes this is certainly possible, you can run arbitrary code within a github action. However, I would advise you to instead publish your docker image on a repository and simply use it via container: docker://<url_of_your_image>

That being said, if you need to follow the steps you outlined:

I'll condense your last steps into a build-my-application as they will vary depending on how you build/deploy your app.

git clone my dockerfile from a 3rd party git url

Assuming the repo you are accessing is publicly available, or the git user running the action has access. If not you may need to replace the use of curl with a more complex git command.

name: Build and Run Docker Image

on:
  push:
    branches:
      - main

jobs:
  build-and-run:
    runs-on: ubuntu-latest
    
    steps:
    - name: Download Dockerfile from external repository
      run: |
        curl -LJO https://raw.githubusercontent.com/external/repo/main/path/to/dockerfile
      working-directory: path/to/your/dockerfile/directory

    - name: Build Docker image
      run: |
        docker build -t my-docker-image .
     
    - name: Run Docker container
      run: |
        docker run -d --name my-container my-docker-image
    
    - name: Run arbitrary code inside the container
      run: |
        docker exec my-container ./build-my-application
   

Note: If have more needs other than just building the container and running a script, or you need to anchor to a particular version of docker you should specify a container for the job itself to run in i.e. a container to build your container inside.

e.g.

jobs:
  build-and-run:
    runs-on: ubuntu-latest
    container:
      image: docker:20.10.9  # Specify the Docker version you need