What files are you trying to find?
all my files, like music, photos, downloads, etc.
Astro, ES File Manager, OI File manager are ones I've used. You can also access these files by plugging the phone into your computer.
There is no built in File manager. I prefer Astro File manager. They're all free from the market. Download them all and try each. Remove the ones you don't want.
no there is no "task manager" but you can go into settings>applications>manage applications and force stop applications from there. You can also see what services are running in the Running tab.
You shouldn't need to force stop applications unless they are locked up. I have to do this every so often with problem apps like facebook. But the android system manages memory very well. So you don't have to worry about running out of available memory.