It's most likely just "referral spam"... a request sent to your website with a fake referer HTTP header. The referer header typically shows where a user clicked from to arrive at your site, but can easily be forged.
This used to be done to increase link popularity, as some logging software was public and would be spidered by search engines.
It can also be a way to promote to you, as a website owner/webmaster.
They are best ignored and if you find the time to, block IP addresses that repeatedly send fake referral strings. It's worth searching these very forums for solutions if you get to that stage.
Having reread your post though, are you saying it's a file that's requested from your web server? If the HTTP response is 404 for those requests then it most likely is still just a variant of referral spam.
Sometimes it is hard to tell exactly what is happening when using stats parsers like AWStats. If in doubt, it is best to view the actual access logs for your site. Not as simple to use and find things, but you would see exactly what file was requested, when, by what UA/IP and what the server response was. If the file does not exist, there should be a 404 response shown. Another response like a a 200 would mean that the file does exist and you need to look into it to see if it belongs there as part of something you have added to your site.
You did not specify if this is a blog/wp/plain html or another kind of site. If WP, it is not uncommon to find things included in plugins that can include unwanted files or 'features'.