Sony DSC-P200 file name

When browsing through your pictures in 'Play Mode' you can see the white text in the bottom left corner. It will read something like 101-4134. 101 is the folder the photos are being stored in. The latter part is the number of the photo you have taken. For the example 101-4134 the folder would be '101MSDCF' and the file name 'DSC04134'.

I don't understand the question.

If you want to know if the file name can be imbedded into the photo and will show as part of the photo, the answer is no.

If you want to know if the file name is included in the EXIF information that is part of the photo, the answer is no. Some camera manufacturers include the file name in the EXIF, Sony does not.