The answer depends on the usage context. Pull up a file, would be used in a computer context where the digital file information would be pull up on to a screen. Pull out a file, would be used in a physical sense where a real file would be pulled out of a filing cabinet.

As Jane and Jeffrey have said, both are correct in slightly different contexts. There is a sort of logic behind these type of phrasal verbs. Often phrasal verbs with the preposition (or particle) 'up' are connected to the idea of making something become the focus of attention. So 'flag up', 'look up', 'call up', 'bring up' etc all have this idea behind them. It's as if something has been below our field of vision and is now coming 'up' in front of our eyes. 'to pull up a file' means to focus on it. Often phrasal verbs with the particle 'out' are connected to the idea of movement from inside one 'container' to another place. Often the 'container' isn't physical, it's abstract. Examples are ''phase out', 'crash out', and even things like 'figure out'. 'to pull out a file' means to remove it from somewhere (a filing cabinet for example) in order to use it.

"Pull up Jane's file" is correct if talking about opening the file on a computer. In an office, people usually say "Pull Jane's file" if it is an actual file folder.