This is not an Asp.NET forum, you should direct them to the Mike's suggested link but you can use a Viewbag for the simplest solution and show that value in your view.
public FilePathResult YourMethod(int id)
{
if(!database.Files.Any(x=>x.Id==id)
{
TempData["yourMessage"] = "File does not exist!";
return RedirectToView("CurrentView"); // change the name with the view you want to be
}
}
In your view add the tempData like this for example:
<div>@TempData["yourMessage"] </div>