Can I have multiple GitHub Actions workflow files?

You can have multiple files in the .github/workflows folder. All files will be read and run as independent tests. The 'on' parameter on each file will tell when it must be called.

Following your idea you could have:

dev.workflow.yml - To run some kind of testing maybe (only on dev branch, when push)

name: Dev Workflow - Test and check thing
on:
  push:
    branches:
      - dev
jobs:
  ...

prod.workflow.yml- To build and deploy your project (only on master branch, when a PR is closed)

name: Master Workflow - Build and deploy to production
on:
  pull_request:
    types: closed
    branches:
      - master
jobs:
  ...

Since this question was asked, GitHub has made a few changes to workflows. They are now written in YAML syntax rather than HCL, and instead of being stored in a .github/main.workflow file, they are stored in a .github/workflows directory. The documentation says that "You must store workflow files" (note the plural) "in the .github/workflows directory of your repository."

So once you port your main.workflow file to YAML syntax, you should be able to store each workflow in a single file the way you wanted.