The name of the file doesn't matter. You can change it to be anything you want. The key itself has a User ID, and that you cannot change (only the owner of the private key can change the User IDs associated with a key).
Once you import the key into PGP Command Line, you don't need the file anymore (except for backup purposes). When you import the key, PGP Command Line will put a copy into your public keyring file.
Regards,