I need to download the iPhone Files App. Where do I find it ?

Apps can be removed from the home screen without being deleted. Go to the App Library (swipe left past your last home screen). From there you can touch and hold an app and slide it left back to the home screen.

If it was deleted, see the following from Delete built-in Apple apps from the Home Screen on your iOS 14 or later or iPadOS device or Apple Watch - Apple Support

Restore a built-in app that you deleted

1. On your iOS or iPadOS device, go to the App Store.
2. Search for the app. Make sure that you use the exact name of the app.
3. Tap 
4. A cloud with an arrow pointing down from within the cloud.
5.  to restore the app.
6. Wait for the app to restore, then open it from your Home Screen.