OK, got the filename displayed and added working Previous/Next buttons.
The buttons wrap around when the first and last file in the folder are reached. Note that if you want the buttons to actually mean 'Previous' and 'Next' as per their intended positions in the level pack, the level files should be named in such a way that their order is correct within the folder itself (which is good practice anyway IMHO).
One question is where to put the buttons. The position shown in the screenshot in the OP is already taken by the status bar. I suggest that we put them at the top right, just underneath the _ [] X buttons. This keeps them always accessible without interfering with any other controls:

If desired, we can also label them with 'Previous' and 'Next' rather than << arrows >>. I've tested these for a little while and they're so useful, it's surprising that this hasn't been suggested before.
Another question is: do we want to display the full file path, or just the name of the level file?
The buttons wrap around when the first and last file in the folder are reached. Note that if you want the buttons to actually mean 'Previous' and 'Next' as per their intended positions in the level pack, the level files should be named in such a way that their order is correct within the folder itself (which is good practice anyway IMHO).
One question is where to put the buttons. The position shown in the screenshot in the OP is already taken by the status bar. I suggest that we put them at the top right, just underneath the _ [] X buttons. This keeps them always accessible without interfering with any other controls:

If desired, we can also label them with 'Previous' and 'Next' rather than << arrows >>. I've tested these for a little while and they're so useful, it's surprising that this hasn't been suggested before.
Another question is: do we want to display the full file path, or just the name of the level file?