I suppose you googled and didn't like the answer?

Truly invisible files are impossible to make, but you can hide files to certain levels. 

The first level is just making it hidden in it's properties.

Second level is giving it a white icon and putting it as name Alt+255 which is equal to space, but it's a valid filename, so you effectively get a somewhat hard to detect file in plain sight.

Third level is by using a hiding application which uses the registry for setting special properties.

Fourth level is the STRONGEST level overall and it's by ENCRYPTING your files and then hiding them with an application.

If you don't need to access the file directly you can use other OS who uses a different file system to encrypt the data and then save it, depending on the format and the settings you can make a file undetectable by the OS, which means you won't be able to access it until you boot the other OS.

Only in the last case, which might not be useful for you can the files be completely undetectable, every other method as a flaw and can be detected. Some applications make a good job hiding stuff, but any disk searcher can find the existence of these files by showing the space consumed by them.