Depending on how you are referring to the file in a sentence, you might use different articles:
Use this when referring to a specific, previously mentioned file. Excluded-Episode2-pc.zip
Example: "I need to download Excluded-Episode2-pc.zip file to play the game." Depending on how you are referring to the
Use this when referring to the file for the first time or as one of many. Excluded-Episode2-pc.zip