Pac'em out,
As akaboomer said, if you actually heated to red hot and immediately quenched in water or oil, the steel would be so hard that you could not file it. It would ruin another file. If you did something close to that it is still not as soft as I would want it to be filing on it.
As Karl pointed out in another thread, heat treating is the whole process, while you are at the stage in the process of softening (annealing) the stock, which in this case a used file. I would recommend that, after getting all of your equipment prepared, heat the old file (blade stock) to a dull red and cool it slowly. This might be where the confusion is. Slowly, in this case, means hours of slow cooling.