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