Drupal - How can I load a File entity?

There is no such method as \Drupal::entityLoad(). Use the static method on the entity type. Assuming "File", you should use:

$file = \Drupal\file\Entity\File::load(reset($entity_ids));

Berdir pointed out in a comment that QueryInterface::execute() returns an array keyed by entity ID or revision ID so reset() is the thing to use to get the first element.