They could make a method to download the last file based on modified/created date, but you are asking for a general method to download the latest file based on the filename. That is something you have to make yourself. There are loads of different date formats, and it's a lot easier for you to create a job that downloads the latest file based on your needs, than it is for support to make a method that covers all possible formats.
if you know you are receiving a new file every day, just download based on a filter like this "File1_" + ddmmyyyy + ".xls". I can't remember the VC way of writing this at the top of my head, but I can show you tomorrow.