You can add some information using the CreateValueParameter  in the scene to let you store things for Poser later. Poser itself does not keep the scene filename anywhere. Its a common request.

If you write a loader script to  get the filename of the pz3, load that scene , and save the scene filename in a ValueParameter its a bit easier. However if you save the scene using Posers menu your parameter will be wrong. 

I dont know if they added something in Poser later than 7 but it would be in the Poser Methods manual if it exists.