I question why you want to see file names underneath the thumbnails. It implies that your tagged [Name] field is wrong, or doesn't contain enough information for you to distinguish the song you are looking for. If your [Name] fields are wrong, you should change them. MC has tools to make this easier if you need to do it.
If you're looking for more information (like a track number for example) to further distinguish the songs from each other, you can easily add more or less info under the thumbnail. Go to the window where the playlist is open. At the top, you'll see the name of the playlist and a little down arrow. Click the down arrow to get a menu. Then Thumbnails > Thumbnail text .
In the dialog box that comes up, you can edit what will be shown underneath the each thumbnail, using any field you want. Including filename if that's really what you want. Note that you can do this same operation in ANY view that shows thumbnails.
Good luck.
Brian.