Is there a way to ask Windows to print pictures with the filename overlayed on top of the picture? (e.g. in small print on the bottom left corner of the picture). If not what would be an application that would facilitate this task?
You can do that in Paint (Win+R, pbrush.exe)
ImageMagick can do that from command line if you need mass processing: (Convert tool, "-annotate" or "-draw text" option.) http://www.imagemagick.org/script/command-line-options.php#annotate
Command line loop in Windows:
Usually I make dry run before running actual loop:
Two other options, although both print the filename below the picture, not overlayed on it.