What does that mean? Each image already has a filename, if you read it in from disk. If you created the image in the program, then each image has a variable name. If you want to give the figure window a name (the window where you display the image), you can do this:
% Get rid of tool bar and pulldown menus that are along top of figure.
set(gcf, 'Toolbar', 'none', 'Menu', 'none');
% Give a name to the title bar.
set(gcf, 'Name', 'Demo Image, by ImageAnalyst', 'NumberTitle', 'Off')
