According to new iOS HID, there is a requirement for 1024 * 1024 app icon
Will I need to include it and how should I name the file?
Yes it's required. The document also states that it's for the App Store, so I think it will be part of the process of app submission to iTunes connect, rather than being a part of your app bundle proper.
Do you have a developer account? You can log into iTunes connect, go to "Manage your Apps", and take a look under "Add new app", which appears in the upper left corner.