There was a serious flaw in ES File Explorer on Android phones and it could expose the data on your phone to snoopers according to this article on How To Geek. The hacker has to be on the same network as you, but if you use public Wi-Fi then it could be a problem. There may also be ways around this limitation, widening your exposure.
The developer says the problem has been fixed, so make sure you have updated the app and you are not using an old version with the bug.