Peabody, Tirk's right, they're ground up leaves and the powder is used for flavor and maybe to add some thickness. Some people call normal gumbo as "gumbo file" or "file gumbo" but I think you're just asking about the spice, right?
File (fee-lay) is powdered sassafras leaves. File gumbo is gumbo with some file sprinkled in. Some folks don't like file, others won't eat gumbo without it. Me . . . if in ain't got okra it ain't gumbo, but some kind of gumbo-like soup.
There's no accounting for taste. I hate okra in my gumbo. But you are right that most people think of gumbo as okra gumbo. In fact, the cajun word (slang?) for okra is "gumbo" (pronounced gome-BO)
My wife made some gumbo for the first time in her life the other night. It was pretty damn good. Her recipe called for Gumbo File. She asked me to ask my LSU internet friends what it was.