There are several types of nail files. You may find some that curve on an angle and the reason why they're rounded is to help you file.
Some people have a preference. They like them with fancy patterns or they like them shaped different because it helps them file better.
The coarser the grit the stronger the nail file. You can also use one that has like the cotton squishiness in between or the plastic in between. What this does is it avoids you from cutting the skin on the sides of the nail. Some people don't know their own strength so they cut the sides of their finger with the nail file. But the plastic creates a barrier between your skin and the nail file to avoid cutting the skin on the corners.
The smoother the nail file the smoother the nail will look at the end. If it's soft enough like this you can actually go in and just buff the oil off of the nail. But the emery board I would never recommend putting it across the top of the nail bed. You never want to thin out your nail bed with a nail file. You always want to use a buffer just to remove the shine and the natural oils that our body produces that surfaces on the nail bed.
Nail files stay on the sides of the nail and at the free edge. Emery boards are safe for natural nails. Coarser grit nail files are used for artificial nails or nails that have been covered with gels or acrylics or extended. The coarsest nail file you use should only be used on tips because you never want to damage your natural nail.
Now you know about all your different options of nail files that you have to use.