The file is sitting in "Lost and Found" so as far as your computer is concerned it's just a piece of unknown detritus awaiting deletion or retention by yourself and will just remain untouched until you do.
The idea is you examine the files to recover content you don't want to lose, such as something your were working on during a crash or if you've lost some important data with no back-up.
Assuming it is the Mountain Lion installer you'll need to verify the checksum is correct as the file may be incomplete, rendering it useless. You can always download another. The installation image is deleted as part of the upgrade process so if the system reboots before deletion is complete the image will end up in "Lost and Found".