The File Name is shown in the bar just above the actual Film Strip. And the Folder or All Photos or a Collection name that you have selected.
Also when you move the cursor from image to image the image name changes on that bar.
You can also display the file name of images in the Grid View along with other info of you choosing.
Switching back and forth to the grid and the develop module is just a keystroke, g to go to the grid view and d to go to the develop module. If you want to view the selected image in the loupe view then hit the e key.