There is no option to import data without specifying the file name of csv file.
You can write query like this:
PARAMETERS [CSVFileName] CHAR;
INSERT INTO DestinationTable (Field1, Field2, ..., FieldN, FileName)
SELECT Field1, Field2, ..., FieldN, [CSVFileName] AS FileName
FROM SourceTable IN [CSVFileName];
which will prompt you (or any other user) for entering the name of file to import.
Note: it should be the full path and name of csv file!
For futher information about importing data from text file, please see:
IN Command[
^]