The Super Villain Files is a file of all the villains that you need to capture in Super Power Island. You cannot enter to the Downtown without getting these files from the Police with the gray hair and mustache in the prison island.
How to Get the Super Villain Files
You can get the Super Villain Files in the guard with the gray hair and moustache which is the Prison Warden on the left side of the island where you arrived in the Super Power Island. You also need to get the Anti-Power Handcuffs from the woman beside him that wearing the lab coat.