In the chronology of the series, the movie takes place between the fifth season finale, episode #5.20 "The End" (with the CSM torching Mulder's office) and the sixth season premiere episode #6.1 "The Beginning" (which deals with the gestating-breed of aliens in the movie).
The film opens in prehistoric times, 35,000 B.C., in North Texas . A Neanderthal man stumbles upon what appears to be a large, primal, vicious alien in a cave. Neanderthals' habitat ranged from Western Europe to the Middle East. No Neanderthal has ever set foot in North America as far as the fossil record is concerned.