In a schematic a wire either derives a name from a schematic pin it is connected to, or from a label placed on the wire. For the latter, edit the label, or if the name was a default name (e.g. "net1") then add a label to override it. If the wire is connected to a pin then the pin name would need to change to change the wire name (unless we are talking about a bus pin, in which case you can tap off specific sections by adding an appropriate name, e.g. pin is A<7:0> and a wire segment could be named A<3:0> as an example).
Hopefully this answers your question?