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