The filename for the outgoing file will default be GUID.extension.

However as a developer you can register additional filenaming types that the user can choose from using the Link Administration Tool:

The users will then be able to choose this type in the Distribution/Advanced section:

If the users are advanced, it is possible to add a Configuration Key for Override filename, where you can type in the filename macro directly on the distribution:

Script for adding this Configuration Key is here:

Please notice the macroes that can be used are described here: Macros