The answer to your situation is just a bit of string manipulation.
More than likely, you're retrieving the file based on Date or availability. This means you going to 'get' the file from some location using a wildcard or date filter. Once you have the file locally, we can parse the filename with several attributes. (Name, Name without extension, date, size, last modified date, etc)
So, that gives us the information you need to parse your filename. That's done by functions available to you within the Workflow. So, parsing out values then re-assembling them for renaming of files can be done .. just takes putting in the logic.This link
will show you how to utilize file attributes as an example.