Renaming assets in screens
You can click on an asset in a screen and on the right panel you will have the option to rename that asset locally. Just click on the asset name and type in the new name.
Renaming assets in components
Similar to screens, after selecting a component or an exportable layer in a component, you can click on the asset name to rename it.
☝️ Keep in mind that renaming the asset will only rename it locally on your machine. In the project, the asset will still exist under its original name. The original asset name will appear in the copy below the renamed asset.