Alright so, along with the existing columns in file, you want to capture the source file name in a column in sink. Correct me if my understanding is not correct.
You can make use of the source options tab and in there, you have a field called column to store file name. You can give a column name there, for instance, Source_Filename. Please check the below image where arrow is pointing
One thing to note here is, once you mention a column name here, your file name along with the folder (except root) structure will be automatically captured in the column name you mention.
If you don't want the column hierarchy, we can add a derived column transformation and take substring of file name alone.
Hope it helps. Please let us know for questions.
Thanks.