In this case, try:
ClosedAccountFile_(\d+)_(\d+)_(\d+)_(\d+).txt
This matches your example, and separates each of the numeric values out into it's own group within the match.
You have top realize that Regexes are much, much more complex than SQL LIKE statements - the simplest form of "%" in a Regext is ".*" which matches any number of any character: there are normally better ways to do this in a Regex.
Get a copy of
Expresso [
^] - it's free, and it examines and generates Regular expressions.