You can use s/\([A-Z]\)/-\L\1/g
to find an upper case letter and replace it with a dash and it’s lower case. However, this gives you a dash at the beginning of the line, so you need another sed expression to handle that.
This should work:
sed --expression 's/\([A-Z]\)/-\L\1/g' \
--expression 's/^-//' \
<<< "MyDirectoryFileLine"