I need to export tracking data (sent, opens, bounces, etc.) in CSV file from Marketing Cloud to a Data warehouse through sFTP folder. I would use the system data extension as explained here and retrieve email's names and Job's names. Do you have any suggestions how can i do this?
You'll probably find the Tracking Extract more useful for your purposes, than Data Views, if what you'd like to do is push this data to SFTP for your DWH. These are somewhat more comprehensive than Data Views and would give you the name of the email from the Job extract.
See Tracking Extract Output for details of what's available. If you do not have Tracking Extracts available as an Extract Type in Email -> Interactions -> Data Extracts or in Automation Studio Activities when you're defining a Data Extract, create a case with Support to have them provisioned to your account.