Is there any file tracking/auditing system as part of file server resource manager for Windows server 2008?

1. go to Performance Monitor
2. create New Data Collector Set
3. follow the Wizard , by setting the name for this set, selecting the log file name and path.

 now your collector is ready , you can edit its properties , you can make it run as a specific user , you can schedule the data collection task , you can add or remove object counters ....

you will find it under Data Collector Sets --> User Defined.

regarding your question about3rd party software :

if you have a large infrastructue with lots of servers , routers , firewalls .... , you will definetly need a NPM (network Performance Monitor) or SPM (System Performance Monitor)  system like  orion solarwinds.

FileAudit offers an easy yet robust tool for tracking, auditing, alerting on and responding to all access to files, folders and file shares that reside on Windows Servers. 

You could also take a look at  https://www.lepide.com/lepideauditor/file-server-auditing.html 

Try this3rd party auditing system. It is cool.

http://www.manageengine.com/products/active-directory-audit/windows-file-server-auditing.html

All The Best.

http://securityxploded.com/netsharemonitor.php