There are three common techniques for using a file: straight, cross-filing, and drawfiling. Each has advantages and disadvantages.
Straight

Cross-filing

Cross-filing is the most common technique used with both files and rasps. With this method, the file is skewed at an angle to produce more of a shearing cut. Cross-filing lets you quickly remove wood while leaving a fairly smooth surface. Any roughness can usually be removed with draw-filing (see below), a scraper, or sanding.
Draw-filing


It's amazingly easy to destroy hours (even days) of work with one careless slip of a file. Since these beasts are all-metal, they can and will scratch, ding, and mar wood surfaces if allowed. Here's a tip that can save you a lot of aggravation when filing, particularly near surfaces that are easily damaged, such as plywood and veneered panels: Simply wrap a turn or two of masking or duct tape around the end of the file. This way you can safely rub the file on your surface without risk of damage.
FILE HANDLES
It's odd: Although almost every file manufacturer warns you not to use their files without a handle, none of them supply one. It's sort of like buying a table saw that doesn't come with a blade guard; go figure. The point is, you really should use a handle when using a file, because the tang is a rather nasty bit of work. It's sharp, often covered with burrs, and generally painful to hold in your hand. I admit that some of my files don't have handles, but I have taken the time to remove any burrs and soften the edges.

My example notwithstanding, it's a good idea to fit every file and rasp that you own with its own handle. These can be bought for little at most hardware stores, or you can easily make your own. If you're a turner, you can get fancy (drawing below).
Otherwise, a short length of dowel will do—anything is better than nothing. NOTE: To prevent the handle from splitting, it's a good idea to add a metal ferrule; a short length of brass or copper pipe works great for this.


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