Some phones hide the system Files app, such that it's not readily accessible to the user unless you're in using a Share menu. If the app isn't available to you in the App Drawer, then you probably can't create a homescreen shortcut for it -- at least not using the stock launcher. You could try installing a 3rd party launcher like Nova and see if that gives you the option.
Also, in case the stock launcher has the option to hide apps, make sure the Files app isn't hidden.