How did Washington DC become our capitol if DC is not even a state ?

Actually, many countries around the world have their capitols as special administrative regions, like ours, separate from states/provinces/territories

Formal geopolitics defines "state" as the governmental structure that acts as an agent by exercising power to securitize their boundaries surrounding the territory which they claim. Therefore, the only state in the United States of America is the United States of America itself. Additionally, national capitals are usually cities, not first-level administrative divisions as you implied.

After Philadelphia and NYC were used as Capitol it was agreed that Virginia and Maryland would both give up a little land on either side of the Potomac River. It was a land more or less in the centre of the US as they were at the time:

the fact that was a mosquito-ridden swampland (as it has been already noted) and not good for any agricultural or commercial scope helped. As a result, it isn't in the state of Maryland or Virginia, neither a "State".

It has a complicated status, I was there once, not a good experience hot and humid, visit il in late winter!

Through an act of Congress. It was established as a Federal District to be capitol by the Residence Act of 1790.

D.C is short for District of Columbia and that's a state, Washington is a city in DC it is Washington, District of Columbia

Jefferson and Hamilton made a deal to move the capital to the South.  Congress decided to have it be somewhere along the Potomac and let George Washington pick the exact location.  He picked the place closest to his home.

The leaders of the country didn't want our capitol to be in any particular state.  So it was agreed that Virginia and Maryland would both give up a little land on either side of the Potomac River.  It was mosquito-ridden swampland that wasn't good for much else.  As a result, it isn't in the state of Maryland or Virginia, it's in a state of confusion.

'Columbia' was always a nickname for the US, i.e. the land Columbus discovered.

The Oregon Territory, which is today the states of Oregon and Washington, was supposed to become a state named Columbia.  The top part of it ended up in Canada, and they called their part British Columbia.  But they were afraid if they called Washington 'Columbia', it would get confused with Washington, District of Columbia.  So instead they called it Washington, so there'd be no confusion.  8^)