Alessandra,

This issue here is the URL in the UrlTracking table is a string like FileID=123.  This is a pointer to the file in the files table.  So you need to do a bit of a trick to extract the url.   This select should work.

Select 
    (select Filename from dbo.Files 
         where fileid = Cast(SubString(T.URL, 8, Len(T.URL-7)) as Int))
         as FileName,
    Clicks,
    LastClick
From
    dbo.UrlTracking T
where
    PortalID = 2              -- change to approripate portal
    and UrlType = 'F'
    and Clicks > 0

You may have to add the {databaseowner}{objectidentifier} (replacing dbo.) depending on the database setup.

Hope this helps
Paul.