You can optionally enable filenames to be displayed for your images, so that you or your client can reference them when a gallery is being viewed.
To enable this option, select the desired Gallery from the left-side panel in the Content section of the Toolbox. Once selected, the gallery thumbnail panel will load. Click the Gallery Settings link at the top of the thumbnail grid:
In the resulting pop-up panel, scroll to the bottom and enable 'Custom Gallery Settings'. Within the Slideshow Options > Info Panel toggle Show Filenames to On. Click Update to save your custom settings for the gallery.
When viewing the gallery, enable the Info panel by clicking the 'i' button in the Gallery's toolbar. The image filename will then be displayed.