Add leading zeroes to awk variable

Here's how to create leading zeros with awk:

# echo 1 | awk '{ printf("%02d\n", $1) }'
01
# echo 21 | awk '{ printf("%02d\n", $1) }'
21

Replace %02 with the total number of digits you need (including zeros).

Replace file on output with sprintf("%02d", file).

Or even the whole assigment with filename = sprintf("%s_%02d.pdb", pdb, file);.