To change a Component's name you can select an Instance of it and Get Entity Info [right-click, first item on context-menu to open the E'Info dialog which shows info for anything you select], and you simply change the name in the 'Definition-Name' pane - it will rename the Component with that new name - note that changing the 'Name' pane gives specific names to individual Instances of that Component and not the name of the base definition itself.
This Entity Info method is probably easiest, as you have it picked in front of you and therefore know what it should be called.
You can also change the name of a Component Definition within the Model-tab of the Component-Browser as suggested below - select the component and change it's Definition-Name, you can also edit the description there too: BUT, this method is OK as long as the components are clearly identifiable - but the E'Info method above avoids any guesswork, when you have perhaps lots of doors called Group#1, Group#2 etc that might look similar in the preview icon, picking one off the model itself is less prone to error...