No. Your code does not give you a file. And I cannot understand why that code wants to print TipyWolf a few thousand times.

. . .
   kicked_members = await client.get_participants(group_id, filter=ChannelParticipantsKicked)

   # Define the file name
   file_name = 'kicked_members.txt'
   # Open the file in write mode ('w')
   with open(file_name, 'w') as file:
       for member in kicked_members:
       file.write(member + '\n')

I assumed member is a string holding usernames, adjust the file.write() if its not. The file would be in the same directory of the python file.