Borrowed from French, this word (roughly ~ '[paper] file') is properly pronounced in the French way. There is no '-r-' sound, and the final sound is like the end of the description of the noise of a brass band 'tara-de-boom-de-ay': IPA: /ˈdɒ siː e/.
It is becoming common to hear it in a more English pronunciation, in the UK as if it meant 'more dossy' IPA: /ˈdɒ sɪ er/. I have heard a US pronunciation IPA: /ˈdɔː sɪ eɪr/ (see brassiere). In British academic circles, use the (anglicised) French pronunciation.