@Magikmissy
Hi there. So, there are a few ways to do this...this way uses the least amount of 'functions' and I'll be really detailed so I don't miss covering something you might want:
First thing would be to add the step "Current Time". This will grab the current date/time in a long format like this: 2020-01-16T15:43:22.9817623Z - Note that this won't be in your local timezone unless you sit right in UTC or GMT. We can fix the timezone and ugly formatting in the next step.
Next, add the step "Convert time zone" and use the output from your 'current time' step as the 'Base time'. Select UTC as the source time, and then your local timezone as the destination timezone. If you want to keep everything in UTC (if you're working internationally, as an example), then just set the destination to UTC also.
In the format part, you can choose from the list, but none of those will work great as file names, so the best bet will be to go to the bottom of the list an select "Enter custom value" and then type in your own format. I used yyyyMMdd_hhmm which is the four digit year, followed by the 2 digit month (note the caps), then a 2 digit date, an underscore and then the time. Here's what it all looks like:

At the end, I used a "Compose" to store the information, and then you can drop that into the rest of your filename (maybe...depending on where/how you're storing the file). The output looks like this: 20200116_0743
Hope that helps. Keep us posted.
-Ed-
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