In orientationally biased grand canonical ensemble Monte Carlo (GCEMC) simulations we investigated the microscopic structure of liquid-crystalline films confined between two plane parallel solid surfaces (i.e., walls) consisting of N-s discrete, rigdly fixed atoms. These wall atoms are distributed across the plane of a wall according to the (100) structure of the face-centered cubic lattice. Parameters of the film-wall interaction potential are chosen such chat a homeotropic alignment of film molecules is favored. In the simulations the thermodynamic state of the film is determined by the temperature T, the chemical potential mu, the distance between the walls s(z), and the film-wall interfacial area A. Thermodynamic states of the him are chosen such that a corresponding bulk liquid crystal is nematic. To simulate nematic phases in the GCEMC we modified the classic Gay-Berne potential for the interaction between a pair of film molecules so that the isotropic-nematic phase transition in the bulk occurs at sufficiently low densities. Reliability of the GCEMC method under these conditions is illustrated by a self-consistent comparison between Monte Carlo simulations in the canonical and grand canonical ensembles. In the bulk the nematic nature of the modified Gay-Berne fluid is established by computing the Mayer-Saupe order parameter S and suitably defined pair correlation functions which show that the bulk phase is not smectic even though S is fairly large. For a single temperature we investigate the isotropic-nematic phase transition in the modified Gay-Berne fluid which turns our to be a first-order phase transition. In the corresponding confined film variations of the microscopic structure with increasing s(z) are correlated with the normal component of the stress tensor T-zz(s(z)). Our results show that molecules in inner portions of the film undergo a reorganization from an originally planar orientation of their symmetry axes to a perpendicular one with respect to the plane of a wall. This orientational change is manifested as a periodic sequence of shoulders in T-zz(s(z)) where the periodicity length Delta s(z) is close to the larger diameter of the ellipsoidal film molecules.