In this video, the importance of files in computer programming is explained. Files are used to store data permanently and to transfer data between programs and users. The concepts of file reading, writing, opening, and closing are also discussed. The ability to work with files is essential for many programming tasks, such as reading input data, storing output data, and creating data archives. By understanding the concepts of file handling in programming, developers can create powerful applications that can process and manipulate data in various ways.