If you mean VBA, then you can use FullName, for example:
strFileFullName = ThisWorkbook.FullName
(updated as considered by the comments: the former used ActiveWorkbook.FullName could more likely be wrong, if other office files may be open(ed) and active. But in case you stored the macro in another file, as mentioned by user @user7296559 here, and really want the file name of the macro-using file, ActiveWorkbook could be the correct choice, if it is guaranteed to be active at execution time.)