an·cil·lar·y
/ˈansəˌlerē/
Adjective
Providing necessary support to the primary activities or operation of an organization, institution, industry, or system.
Noun
A person whose work provides necessary support to the primary activities of an organization, institution, or industry.
Synonyms
subsidiary - auxiliary - subordinate - accessory
So I am supposing ancillary files are files which are not a program itself, but files it needs to run, such as data-files or settings-files.