Renaming assets in screens
You can click on an asset on a screen, and on the right panel, you can rename that asset locally. Just click on the asset name and type in the new name.
Renaming assets in the component detail view
Go to the component detail first, and similar to screens, after selecting your component or an exportable layer in the component, you can click on the asset name to rename it locally.
Check this article to learn more about the component detail view: Inspecting a component in the detail view.
☝️ Keep in mind that renaming the asset will only change its name locally on your machine. The original asset name is shown in the copy below the renamed asset. The asset will still exist under its original name for other users in the project.