There might be cases in which contest holders claim they need the file, and as a result, they would ask the designer to give them a copy of their desired entry. Freelancers are advised not to do this. Please remember that contest holders are only allowed to view your design from the contest page as stated in this article.
If your entry was fortunately picked as the winner, you and the contest holder will enter the Contest Handover, where both of you must sign the IP Transfer Agreement. Upon conclusion of the Handover, the contest holder will accept the file you submitted and you will receive the prize. Only at this last step will the contest holder be provided with the file(s) of their chosen entry.