Android phones have 3 boot modes: bootloader, recovery and the Android OS itself. If it boots at all you have a bootloader, even if you never see it. The recovery program lives in its own partition and isn't visible from an android file manager.
If you boot into the bootloader you should be able to boot from there into recovery (or set up fastboot on a computer and use the command "fastboot reboot recovery" to boot the phone into that mode). But I'd not expect to see a file like you describe unless e.g. you were using an early version of ROM Manager on a rooted device, which would do something like that to boot into a "temporary" recovery.