Final answer:
Linking is the step that establishes a connection between a file and a program, occurring after compilation to combine object files and resolve references to symbols necessary for execution.
Step-by-step explanation:
The step that creates a connection between a file and a program is C) Linking. Linking is a process that occurs after the compilation of a program's source code when a linker is used to combine multiple object files into a single executable or library, resolving references to undefined symbols (variables, functions, etc.) by finding out where the symbols are defined and establishing the necessary connections to them. Without linking, compiled code cannot be executed because the program lacks a coherent structure and misses necessary references to functions and data it uses.