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awk 'NR==FNR{A[$1]=$2;next}$3 in A{$3=A[$3]}1' file2 file1

I don't know what you want to do, so I just showed how to transform your filenames. You have to use cp or mv.

it's ${var:begin:length}, where begin is the beginning position, length is the number...

It seems like homework... but anyway: awk 'FNR==45678{print $0,FILENAME}' *.txt > output.txt

If \n don't work try:
$ echo 'foo, bar' | sed 's/, /\
/g'
foo
bar
Or awk:
$ echo 'foo, bar' | awk -F', ' '{for(i=1;i<=NF;i++) printf "%s\n", $i}'

d@DeCobox-Micro ~
$ cat unix
need, to, break, this, line, into, individual, lines

$ cat unix |sed 's/\,/\n/g'
need
to
break
this
line
into
individual
lines

d@DeCobox-Micro ~...