You have two options to display a frame number - you could change the sequence time settings to use frames by right-clicking the orange time display on the sequence panel (whatever you pick will affect the program monitor and timeline, you can set the source monitor by right-clicking its start time), or you could drop a Timecode effect on your video, set it to use frames and turn off the field dot (removing the effect before final export).
If you're using the Timecode effect and your sequence has edits: add a new video track, create a new Transparent Video asset, place that in the track and apply the Timecode effect - then you can stretch it to fill the sequence.
If you've trimmed your image sequence and want to see the absolute frame number rather than the sequence frame number, change the timecode effect selector to "Media".
You can't directly display the filename of an image sequence. You could fake something with a combination of titles and a Timecode effect, but it wouldn't be automatic.