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 scene in which Scully and Mulder are chased through a cornfield by helicopters is a reference to the famous "crop duster" scene in North by Northwest (1959). Martin Landau was in both movies.
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.
At the railroad tracks, the car has its parking lights on as Mulder and Scully stand outside, watching the train pass. In the next shot, the headlights are on.