There is a feedback site for Windows Phone on User Voice, that allows anyone to make suggestions about Windows Phone features, as well as feedback on existing features.
Having subscribed to a few feature requests myself, I get emails when the status of them change. Moment ago, I got a nice surprise. The request for a File Manager to be added to Windows Phone has now been marked as “completed” with a short comment attached:
This feature is now available in Windows Phone 8.
And as always, if you think this feature or any other feature needs improvement be sure to create new product suggestions so we can track them all and other users can vote on your ideas. And while we can’t promise to ship every suggestion that gets submitted, we will be sure that our product development team receives your feedback. We’re always listening!
I think it is safe to assume this will come to Windows Phone 8.1 (or GDR 4)