So there are a couple of ways, but the best way of doing this is to create a list (Fake Time, in my case), where I have all periods defined (P1 2018 -> P20 2018). This will be used as a mapping list as well as in a mapping module.
Create the mapping module: SYS Mapping Time Module using the Fake Time in the Applies To
You will need to create the formulas in this order: Item, Period, Year, Text Member, Weekly Time Period
Weekly Rime Period: FINDITEM(Time, Text member)
Text Member:"Week " & Period & " FY" & year ***Notice the space after the "k" in week as well as the the space before the F in " FY"
It would be best if you did do this in the source file, as you stated. Remember, Anaplan can also aggregate the data for you, meaning if your data is at the daily level, but the module you are importing to is at the weekly or monthly level, Anaplan will aggregate on the data load.