Hyphens or Underscore in File Names for SEO shows you which works better for keyword rankings. This video explains how and when to use hyphens and also, when it’s appropriate to use underscores in naming URLs and file names. It also uses sample keywords and file names as an example.
You can also watch Matt Cutts talking about the difference between how Google treats underscores and dashes in an URL:
You can also visit this website to see how underscores are used for naming files https://www.rankya.com.au/seo_specialist.html
If you are running content management systems or if you do not have access to your template files, then you probably do not have to worry too much about using dashes or underscores for SEO. But if you are building a new website and have the option to change your file names, then this video is great for search engine optimisation and learning how to use symbols in file names
Video Tutorial is created by https://www.youtube.com/user/rankyaseoservices