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If this is for any practical purpose whatsoever, you should use TCP. If it's for learning, however, it will be a very interesting exercise: you will essentially need to reimplement the functionality that TCP provides on top of IP, so I suggest you read up on that first. Here's a summary: TCP works by breaking down the data into smaller chunks that fit inside individual IP packets. Since the IP packets might be reordered en route and some might not appear at all, each packet has a sequence number that allows the recipient to reassemble them into the right order. The recipient must also acknowledge each received packet; if the sender doesn't receive an acknowledgement of packet x within a certain amount of time, it will resend packet x (and keep doing so at regular intervals until it is acknowledged). This means that the recipient must also be prepared to receive multiple copies of the same packet.

So in your situation, you need to decide upon some format for your UDP datagrams: for example, the first eight bytes might contain a random identifier that the sender chooses for the file (so that different files can be transferred simultaneously without the datagrams getting mixed up), the next four bytes will be the sequence number, and the rest of the packet will be a chunk of the actual file data. Maybe the first packet should contain the filename as well, and the total number of datagrams the file consists of. An acknowledgement datagram need only contain the identifier and the sequence number.