A claim file is a small text file that contains a unique identifier that you install to your event website. Once that file is installed, FindHaunts.com will be able to verify that you own the event and that it should be linked to your FindHaunts.com account.
There is no personally identifiable information contained in the claim file, so it can be left (and is encouraged to be) on the server after you have claimed your event. This technique is used by many sites to verify ownership of a website, including Google, Yahoo and Microsoft.