Does iOS have a built in file manager? Does iOS 10.2.1 have a built in file manager?  If so, where is it?
No, it does not.  A goal of iOS is to remove the idea of files and folders and allow the user to focus simply on their data and accessing it whenever they want and wherever they are.

If you need a file manager, you'll need to jailbreak first and then use a myriad of 3rd-party file managers available.