I think that choice is up to you, and will depend on other choices within your code. It's not obvious to me whether one approach is superior to another.
I can see how it might be convenient to create the object earlier though, with just the filename (or path), and then fill in more fields later as the user gives you more information...
Other teams may have pros/cons that I haven't considered though, and I would be happy to hear what they are thinking, and why!