I started out making knives out of files, but I always ground them cool to keep the original heat treat intact. Basically though, you need a source of heat and a magnet. The steel is heated(in a semi-dark area) until it is no longer magnetic(the magnet won't "stick"). The source of heat can vary, but some are not usable such as a plain wood fire(contains too many impurities which will surely screw up your steel). Forger's use coal, but not the coal itself since it is high in sulfur and THAT will surely destroy your blade. They burn the coal until it converts to coke, and use that. Something else that works well is charcol. It needs to burn in a small covered container(like some of the small charcol grills out there) preferably with some sort of air blowing into it to increase the charcol's temperature. A small fire box with coal in it also needs that airflow to complete the coal to coke transformation. A length of pipe with that is fitted into the bottom with a blowdryer duct taped to the other end works. If the blade is small and thin enough, it can be heated with an oxyacytelne, oxy-gas, or propane torch. I've a small oxy-gas torch that I use to "soften" the backs and tangs back when I was making only file knives and that worked. You'll also need a quenching medium which can be either oil or brine. I started out using used motor oil as a quench for when I tempered the blade, then switched to brine(you heat water and add enough non-iodized salt until an egg floats). Most files are either W-1 or W-2, but some(nichols) may be 1095 or something else. I used Sandvik(swedish)files which I could get for 50 cents, and had no idea what the steel was, but it acted like one of the ones I've mentioned.
The quenching medium should be heated to around 140F(oil) or 170F(brine). For the steels mentioned, brine is the better of the two quenching mediums. The basic process is: heat the steel until it starts to turn dark red, then start checking it with the magnet until it won't stick. It's important to catch the steel just as it becomes non-magnetic, you don't want to exceed that critical temperature, so check it often. Once the blade is at critical temperature,plunge it straight down(point first)into the heated quenching medium. Don't "stir" the blade in the quench. After it stops vibrating/sizzling, it can be drawn out or left in until it's cool enough to be handled with bare hands. It's normally advisable to start tempering while the blade is still warm. There are other way's to do this process, but they involve items/materials that aren't commonly available, and quite frankly I've never tried so have no expertise in using them. 'Course if you have access to a heattreat/ceramics oven, then the whole process is a lot simpler. Hope this helps.