"Filing" a document means completing it and sending it to the correct organization. Documents which people file include:
- tax returns
- applications for financial aid
- insurance claims
- marriage certificates
- a police report regarding a crime
We don't use the verb "file" to talk about some documents, though. For example, you don't "file" an application for a job.
If you want to explain where a form was sent, use the preposition "with":
I filed a formal complaint with H.R., but they didn't do anything about it.