The first time I saw my father cut a piece of stock with a handsaw, he made it look easy. When I tried it, I discovered it wasn't quite as simple as it appeared. Filing is the same way: It takes a little technique and some practice before the file fits naturally in your hand, and your stroke is smooth and regular.
Use a Handle. File handles are easily attached and detached (that way, you don't need one for every file, but one will serve several files of similar sizes). Insert the tang end (the pointed tongue) into the handle, and tap it in, using your benchtop or a wooden mallet; don't hammer the file into the handle. Using the handle is a good safety precaution: The tangs are surprisingly sharp.
Clamp the Workpiece First. Files are most efficient when wielded with two hands, one at the tip of the file, its handle in the other. Which means that the workpiece must be secured, perhaps in a vise or by bench dogs.
Find the Right File. Flat files are suited to smoothing flat surfaces and convex curves, curved ones for concave (inside) curves. Half-round files work best for large holes or curves, round files for arcs with smaller radii.
Filing Metal. For rough work, file in a straight line across the piece, keeping the file at roughly a thirty-degree angle to the length of the stock. File away from you, varying the direction of your stroke (though not the angle) in order to be sure that your filing surface remains flat and true.
As with a handsaw, lift the file off the workpiece slightly on the return stroke. To drag it back across after a cut stroke won't file off any additional material and may dull the file.
More pressure should be applied for rough work, a light touch for less demanding filing.
For finishing the surface, draw a single-cut file along the length of the piece. This will remove the filing marks across the piece.
Filing Wood. For the rough shaping, use a rasp. It cuts rapidly, but leaves a coarse surface. Follow the rasp with a smoothing file.