Filenames have no impact on titles. Titles are read from a book's metadata.
Yes, you add the series information into the book's title. You don't mention Calibre, but I'm guessing from your mention of "templates" that you are, perhaps, sending books to your Kindle using Calibre. You can add series information to the title automatically using a Calibre plugboard. Please ask in the Calibre forum for more information. This is what I do for all my books.
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