Once you read the absolute file name with path you can read the name of the file only using some string manipulation function inside expression shape. You can use expression something like:
myFileName =FILE.ReceivedFileName.Substring(FILE.ReceivedFileName.LastIndexOf("\")+1, FILE.ReceivedFileName.Length);
In this case myFileName is a orchestration string variable. Once you have filename in a variable you can assign this to your destination field using xpath or distinguished field. Once you populate this to the destination schema field of database you can insert this to the SQL server.