adobe document print question

There's no built-in option for doing it, if that's what you're asking, but it's possible to use a custom-made script to create a new Print command in the application that adds the current file name (as a comment, say) to each page before opening the Print dialog, and removing those names afterwards.

If you're interested in hiring a professional to create such a script for you, feel free to contact me privately by clicking my user-name and then on "Send a Message".