In Drupal 7, how do I create a custom rules event for any and all file entities?
You can't just declare hook_rules_event_info(), it just tells rules about an event type, but you still need to invoke that event.

To invoke a declare event, use rules_invoke_event().

Example

/**
 * Implements hook_entity_insert().
 */
function rules_extended_entity_insert($entity, $type) {
  if ($type == 'file') {
    rules_invoke_event('rules_extended_rules_event_file_insert', $entity);
  }
}