Specify the name pattern in the Preferences. The default patter is $_###, which means that the exported file names will consist of the name of the PDF file, the sequential number part (three digits), and the extension. Say, if your PDF file name is "samplePDF.pdf", and you wish to export the images as JPEG files, then the exported file names will be "samplePDF_001.jpeg", "samplePDF_002.jpeg", etc. If you replace the file name to be "file", and the number part to "####" then the exported file names will be "file_0001.jpeg", "file_0002.jpeg" etc.

Select desired Export format and resolution.