It's your right to have that file number, why would your consultant not give it to you? File numbers may be confidential but you are the principal applicant, you should have access to it.
How did you pay for the fees? If you used IMM5401 and you have a copy, you can use that to log on to e-cas too. Or maybe you know your Client ID number, you can use that too.
If giving you the file number is against their policy, try and ask for your Client ID number maybe that one can be released to you.
Just my opinion or maybe i just have a suspicious mind, why would they keep the file number from you, company policy may be true but that excuse is such a cliche. what's the reasoning behind the policy? Are they reputable immigration consultants in your country?
I am not trying to make you worry or anything like that, forgive me if I did but I just had to point out that the situation is out of the ordinary.