To start a conversation on a file, open the file from the Files tab in your Home page or the Space. In the details pane that opens, click into the comments field and start typing away. Hit the Enter key or Send button when you are done typing and the discussion will be started!
If the file is marked that everyone in the space is on it, everyone will be able to join in on the conversation. If the file is marked only for a selected group of people to see, only those people will be able to join in.