What ib2v4u said is fine for 1050 to 1084, but has problems with any steel above 1084. It will not work any at all on HSS ,which is what this blade is being made from.
Yes, people anneal files in the ashes, but it does a poor job on some files. It depends on the steel type used to make the file ( which you most likely don't know). If the steel is higher than .84% carbon, it may not end up as soft as you want it to be. I would say that if you have no other choice, OK, but a proper annealing is a much better choice. Read Kevin's stickies at the top of this forum for more info on hyper-eutectoid steel.
Here is what I would do with a file and no special heat treating setup:
First, consider what method you are going to use to heat up the steel. It can be a super simple charcoal forge ( look up "Brake Drum Forge", or "Tire Rim Forge"), a welding torch ( preferably with a rosebud tip),a gas forge ( plans to build one everywhere, but check out Darren Ellis's site for lots of info and all supplies -
http://forgegallery.elliscustomknifeworks.com/ ), or any heat source that can be controlled enough to heat the steel to bright red.
Second ,you need some way to hold the steel. A pair of long handled needle nose pliers, a set of tongs, vise grips....whatever.
Third, something to quench the steel in . For this simple back yard work, a light oil will do. Peanut oil, canola oil, ATF,hydraulic fluid....all will work. They are not the best, but will work with simple steel. Water will do fine, but may break the blades, so it isn't a starting quenchant.
The steel - a file is an unknown steel as to the type and alloy. It is probably a hardenable steel if the file is a good quality one, but some are case hardened mild steel. Assuming the file is all good steel, it probably has somewhere between .85% and 1.00% carbon. This means it is hyper-eutectoid steel. This type of steel does not work quite as easily as simpler steels below the eutectoid. You have to deal with the extra carbon a bit. Since this is a backyard HT, we will just do the best we can.
OK, to anneal the blade you need to heat up the steel until the atoms arrange themselves in a softer structure. You could heat it to a non-magnetic red color, and just a little more. Try to keep it there for a couple minutes (if possible), and stick it in a bucket of lime, kitty litter, ashes, vermiculite, or whatever will allow a slow cooling. After it has cooled to room temp ( overnight?) try and drill a hole in it ( using a good bit). If it drills OK, then you are going to be able to proceed with shaping the knife with files and sandpaper.
If it won't drill well, it is probably a hyper-eutectoid steel, and needs a little different treatment. Try a sub critical ( sub-non-magnetic) anneal. You will need to heat the steel up to just below the point it gets non magnetic ( play with it a bit until you get the color down ) and let it cool in the air.
This is how to make the steel soft, using a sub-critical anneal:
First, heat the steel up like you did in the slow cooling anneal. Get it to the nice red color that indicates it is about 825C ( 1500+F), and quench it in the oil quenchant. let it cool off in the oil. Now you have (hopefully) made it hard...and brittle. Check the edge with a good file and see if it is glass hard. If so, the quench will work for hardening the steel later in HT, and has done its job in making the steel martensite ( the hard steel type for knife blades). You now want to convert this martensite into pearlite ( which is soft and easy to file/drill). Heat it up to the just below magnetic point and then hold it out in the air to cool down until all red color is gone ( about 15-20 seconds is fine). Dunk in the oil to finish cooling. Wipe off the oil and repeat the sub-critical heating and quench two more times. Check with a file and try and drill a hole, hopefully it is soft now. If so make the knife, leaving the edge about 1mm thick (.030-.040").Sand to 400 grit, and make sure all holes are drilled.
Hardening (HT):
Clean the blade off.
Warm your oil quenchant to about 50C (130F).
Heat the blade to non-magnetic plus about 100C as evenly as possible - about 825C ( 1500F). Hold it there for a minute if you can, and immediately quench in the oil. Move the blade back and forth like you were cutting the oil ( never side to side). Let the blade cool off in the oil for one minute, then check the edge with a file to see if it is hard. If so, it is ready to temper. If not, repeat the heat up and quench again, trying to get the temperate right.
If the blade is hard, clean it off ( be gentle, it is very brittle right now) then bake in the kitchen oven at 225C (450F) for two hours, take out and let air cool for five minutes, then put back in the oven for another two hour bake. After it cools again it should be ready to finish making the knife.
Cheers and good luck.
Stacy E. Apelt, FSA,Scot