First remember all files are not created equal, Ie some are not as good of steel as others. That being said I have made some good knives from Nickels and Simmons files you can forge them like any simple steel. To file or grind them first heat them to around 1400 (go non magnetic) and then cool very slowly. I have a tub full of kitty litter/floor absorbent I bury them in for the night and cover with a piece of insulation. Next morning you can drill, file what ever. Even if you forge you can often see the file lines.
Here is a fun with files knife, the handle transition was formed by folding and turning the file around a piece of all thread. I looked at it and then brazes up the lines.