No — your website file names don't need to match your creativehub file names, or anything else on your website.
What your file name is used for
When you upload a file to creativehub, a default artwork title is suggested from the file name (with the extension removed), but you can change it to anything you like in the Artwork Title(s) card. That title is what shows on your product pages, certificates, and store listing — not the original file name.
Your store listing is separate
Your store listing (on Shopify, Etsy, and so on) is entirely under your control. You can set product names, titles, descriptions and URLs however you want, independently of creativehub.
What does need to match creativehub
The one thing that must stay consistent between creativehub and your store is the SKU code — that's what links the two systems so orders are fulfilled correctly. File names are free to differ.