Scott,
Could be a lot of reasons why your file knife won't take an edge,but it's hard to say without knowing more about how you made it.
Did you heat treat/temper it, how thin is it ground, was it a good quality file etc?
Turns out, I spent a good part of yesterday afternoon grinding a Sandvik file(something I haven't done in a long time), roughly 1/8" thick into a 6" blade that's going on an old crown end of a piece of whitetail antler I've had laying around for a long time. I did it like this.
A. Flat Ground it on my 2" X 42" belt grinder, keeping it "Cool" the entire time. That means that the metal wasn't allowed to show any "color" the entire time, so as not to lose the original heat treat. Do this by not using a lot of pressure on the steel and dipping it into cool water after every pass. Took me 3 hours; I can do a blade out of soft stainless steel of the same size in about a half an hour. Like I said it's flat ground, and to a pretty thin edge; probably no more than .012". Big mistake people make when they first start making knives is grinding them too thick, except for those, of course, who grind them too thin. When they go to sharpen that thick edge, they can't get a good, thin bevel, so the blade never feels(is) sharp.
B. That original heat teat on that file leaves the steel way too hard and brittle. Did the first temper last night by heating it in my old toaster oven at 400 degrees F until I get a straw color, then quenching it in brine at 170 degrees. Could have used oil at around 140 degrees, but didn't have any laying around. I get a rockwell hardness of around 60-62 quenching at that color.
C. Placed it in my freezer, where it's going to stay for the next 3 days. Turns out, freezing steel at 0 degrees Fahrenheit for three days, has a similar effect as cryogenically freezing a blade to -300 F in nitrogen.
D. Going to repeat the temper/freeze two more times in order to get as complete a martensitic conversion as possible. Actually, once is ok, twice is real good, three means I'm being obsessed.
E. Once the tempering sequence is over, then the tang and the back of the blade get torch heated to blue to soften them. People have different ways of doing that; I put the blade into an aluminum pan with water covering the edge and about half the blade before applying the torch to the back. To do the tang, I stick the blade into an old can filled with water, so just the tang is sticking out, then heat that to blue.
Started out making knives out of files, doing it pretty much the way I've described, although I didn't learn about the freezing until some time later. Even so, they still got that triple temper. Folks that have them, swear by them.
Far as cleaning your stones, there's a couple of posts here about that you can read.
Hope this helps some.