The DS-260 form is not the only thing KCC sends out to the FO, so if you visit your FO and start by asking them if they've received your DS-260 form, you're already leading whoever you're asking along the wrong part.
What I suggest for anyone making an INFOPASS to do at the time of the appointment is to calmly explain you're a DV selectee, submitted your I-485 package on so so date, did biometric on so so date, you haven't received your IL and are wondering when you're likely to be interviewed. They may answer with the standard response of how long an AOS interview typically takes to get scheduled, bla bla bla. Follow up by letting them know that DV doesn't follow the typical process, yada, yada, yada. Ask about the outcome of the biometric, whether it's been complete or not. At the end then you ask if your "file" has been received from KCC.
Now back to your question, your FO doesn't need to be in possession of your "file" from KCC before scheduling your IL or before the actual interview takes place, but they certainly wouldn't be able to approve the petition without receiving the case file.