Files are very hard, it's absolutely no problem to use them as a hammer ... for nails. Making a marble statue would be a problem
Hawg, if you can't find a belt sander you can use your angle grinder or a benchgrinder, but the result won't look as good as if you use the proper tool. I'm not very used to the angle so i work with a benchgrinder mostly. Just be careful with the heat as it was already mentioned. And don't leave the file project, i've found some videos in YouTube of a Polish guy making awesome knives from files. Will give a link later.