Well.. What display type you are using on the page where you want the picture filename to be seen?
It would require that you use normal display type as the picture filename can only be get when you are viewing a single picture in normal pictureview. Eg. if thumbnails are listed, which pictures filename it would show?
Anyways, you would simply call maxigallery with:
[[MaxiGallery? &pictureTpl=`myPictureTpl`]]
And then you would have a chunk called myPictureTpl with this content:
[+maxigallery.picture.filename+]
Then when you are viewing a single picture, that call should print out the filename.