Files are obviously not the best steel to use for a tool. However many many people have done it. I bought a whole set of about 8 tools at the flea mkt. All were re purposed files ground as scrapers. I've used files for tools myself. In fact I wrote an article on tool making and specifically used files. The reason I wrote it is a lot of people do it anyway so I wanted to show them a safe way. If you just want to make one tool throw the file in the oven at 350 degrees and let is sit for 1/2 hour then turn the oven off and let it cool naturally. It will take the brittleness out of the file. It still could break because of stresses from the original stamping but my experience has been they hold up pretty well and if they break they don't shatter, they just break.
In my article I go into great detail on how to anneal,harden and temper the steel so that you can shape it, and sharpen it. It's in American Woodturner spring 2001 making scrapers.