One way is to View Header Footer Go to Footer and if you are working with
Word 2003 defaults "Insert Autotext" left on menu in dropdown should have
"FileName" or "File Name and Path"
Either of those autotext options will put a field which updates when you
Print.
You can also access the fields from
Menu Insert Field and start typing name "File"
you will move to the field FileName, choose the format UPPERCASE lowercase
and say okay to insert the field.
Hope this helps.