just use File.getName()
File f = new File("C:\\Hello\\AnotherFolder\\The File Name.PDF");
System.out.println(f.getName());
using String methods:
File f = new File("C:\\Hello\\AnotherFolder\\The File Name.PDF");
System.out.println(f.getAbsolutePath().substring(f.getAbsolutePath().lastIndexOf("\\")+1));