I must be missing something big or you don't understand the code you supposed to have written.
I don't understand why you have a problem retrieving the file names, because this code is creating the files, and to create the files, the code gives the file names.
Here, you build the full file name before creating the file:
string filePath = @"C:\Users\God\Desktop\DataDump\" + j + "Excel.xls";
The path is
C:\Users\God\Desktop\DataDump\
The file name is
j + "Excel"
The extension is
".xls"
Nota: your code is complicated and can be simplified to:
for (int i = 0; i < reader.FieldCount; i++)
{
sw_In.AutoFlush = true;
sw_In.Write(reader.GetName(i) + "\t");
}
sw_In.Write("\n");
while (reader.Read())
{
for (int i = 0; i < reader.FieldCount; i++)
{
sw_In.AutoFlush = true;
sw_In.Write(reader[i].ToString() + "\t");
}
sw_In.Write("\n");
}