You should name your cover letter file “First-Name-Last-Name-Target-Job-Title-Cover-Letter.” For example, “John-Doe-Assistant-Manager-Cover-Letter.pdf” would be a good cover letter file name. If you have already have a resume name, make sure your cover letter file name matches.
Using your full name and the job title, separated by dashes or underscores, makes your cover letter file immediately identifiable to the hiring manager, who may receive hundreds of applications.