"Add filename to result" does not add a field to your data row, but to the "File result" list.
This list is available to capture all filenames engaged in your transformation.
Either use a "Get File Names" step in a dedicated transformation, to convert filenames into an ordinary data row set,
or replace your "Fixed file input" step with a "Text File Input" step, using the settings on the "Additional output fields" tab.
Recommended reading: PDI Beginner's Guide (ISBN 978-1-847199-54-6)
pdi-ce-4.3.0-stable
OpenJDK IcedTea 2.3.7 (7u21)
ubuntu 12.04 LTS (x86_64)