Hi, Adriano. I'm Robinson, and I’m happy to help you today.
Yes, NordVPN's Threat Protection and Windows Defender can work side-by-side.
Despite the name "File protection" NordVPN's Threat Protection will not scan the files from your device, it will only "Scans files for malware during download". So the Windows Defender will not identify NordVPN's Threat Protection as a third-party antivirus and the NordVPN's Threat Protection will not affect the Windows Defender functionality.
You can see this information in the section "Is Threat Protection an anti-malware tool?" of this link below.
"Threat Protection does not perform local scans of your device, while antiviruses usually do, so it isn't a full-fledged antivirus"
https://nordvpn.com/features/threat-protection/
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.
I hope this information helps. If you have any questions, please let me know and I'll be glad to assist you further.