How to add fields to file entities?
In D8 the module File Entity provides this feature, same as in D7. It was required by Media, so you probably installed it without noticing in D7.

The new Media package for D8 doesn't use this anymore. Instead it uses a new media entity for the extra information. There is work going on to put the media entity in core for 8.3:

https://www.drupal.org/node/2825215