However, this also plays an important role from an SEO point of view. You can place keywords in the alt tag, descriptive content about the image being displayed and even some text about the page in question.
File names may not in themselves play a big part in your website's overall performance in search engine ranking. However, all elements of a web page play some part, however small.
A page with information about poodle collars may for example be called "poodle-collars.html". you can call the page anything you like and how important this is will certainly be a matter for debate amongst web designer all over the world but rather than leave it to chance - it should be used effectively.