Hi Nugar,
Unfortunately you cannot see the name of the picture that is being displayed as the desktop background unless the name is not written on the picture itself.
You may try using any third party software to accomplish what you want to.
Note: Using Third Party Software, including hardware drivers can cause serious problems that may prevent your computer from booting properly. Microsoft cannot guarantee that any problems resulting from the use of Third Party Software can be solved. Using Third Party Software is at your own risk.
Hope this information is helpful.
Amrita M
Microsoft Answers Support Engineer
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