You sure can, but a file is way too hard.
Moreover any decently heat treated steel is really hard to work, and you must be
very careful using power tools to avoid ruining the heat treat.
You may therefore want to try one of these two ways:
1) outsourcing
Buy your steel soft, work it up to near-final finish, send it to heat treat to a heat treat shop, get it back and finish it.
2) 1-brick forge.
It limits you to smaller knives but, for a start, that's good.
Smaller is simpler, up to a certain degree.
what you need:
1 soft firebrick (SOFT)
2 propane burners
2 propane bottles
1 large woodworking chisel
1 small woodworking chisel
5' 32 gauge iron wire.
Working on the small side of the brick, along its length use the small woodworking chisel to dig out the central portion of the brick so to create a hollow brick. Be careful and go slowly as the brick is quite fragile. DON'T throw away the powder, collect it carefully and store it away in a can.
Now use the larger chisel to enlarge the hollowed portion until it gets about half the brick thickness. Again, collect the powder and store it away in the can.
You'll end up with a square refractory tube.
use the small chisel to practice two hole, each at 1/3 of the length of the brick on the broadside, big enough to accept the burner nozzles and then some more.
Make the holes so they are angled upwards or downwards, so that the hot gases will swirl around in the chamber, rather than being projected directly against the side.
Now use the corner of the small chisel to practice narrow lines around the brick all around the top of the chamber, the bottom of the chamber, and around the sides at about 1" from the front and back of the brick. Use these guides to wrap some loops of wire around the brick so that the wire keeps the brick together both alongside and sideways.
During the first fire up the brick forge will crack. This is normal due to it's shape and non homogeneous stress in the brick sides. Don't worry. You can either repair the brick with some refractory cement mixed with some of the brick dust you put apart before, or just leave it broken and kept together by the iron wire. It works fine both ways.
With this one brick forge you'll be able to heat treat knives of about the same length of the forge itself or even slightly more if you rock them back and forth in the forge being careful to keep the knife at an homogeneous temp.
If you leave the tangs soft, you can also do pretty long knives (I always leave my tangs soft, I only h.t. them up to 1/3 of their length).
You may also use it to anneal smaller knives just by firing it up, heating to non magnetic and then blocking both ends with refractory bricks and shutting down the gas.
The refractory powder you set aside is also very useful to slow annealing.
One of the main problems you will have is keeping those damn gas bottles warm. You see, gas evaporating cools down, and reduces pressure.
DO NOT even dream of heating them directly with some flame
Best way is to put them in lukewarm water. You can then slightly heat the water with a heater fan, but even the water alone will be enough to strongly reduce the problem. Water has much more heat capacity than air, and transimts heat far better. It will keep those bottles at proper pressure for a long time.
All these equipment will cost you about 60$. The most expensive pieces will be the burners. Use propane, propane/butane mixture, MAPP gas or the like. DO NOT use bi-gas (propane or acetilene /oxygen) mixture.
It will be too hot, burn the carbon out of your steel like straw in a smelter and cost you a kidney and a cornea on the body parts black market as oxygen bottles are very expensive (and dangerous).
A single bottle will cost as much as 20$ and give you a half hour authonomy

eek

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Hope it helped.