Thank you for answer.
I tried it and you are right.
Changing of UTF-8 settings did not help me, in component Options.
But when I uploaded files to the site using Joomla plugin “Extplorer” all filenames are listed correctly!
I think some FTP client would do the same job, as you wrote.
Previously I placed files to the web site (Win2008R2) by operating system (Total Commander, Windows Explorer) – it was a wrong way.