Here in Finland chainsaw files are about 3 euros piece, make sure you get the right size. It´s better to have too small than too large one...
And black sandpaper, you don´t necessarily want the type which have cloth in back. Normal paperback is fine. Also known as wet sanding paper. You should get a few different grains, like 400 for coarse sanding, 800 next and 1200 for fine polish. And after that some tooth paste or other polishing pastes to get an acceptable results
Good luck with pick making!