Got this from my daughter:
Do you mean changing file names within FCP or the actual files themselves in Finder? Unlike with Avid, you definitely can change the actual file names, you'll just have to manually relink within FCP itself the next time you want to work in the project file. You could also just nest whatever folder it is in a new folder that's renamed, then when you relink, FCP will have an easier time finding all the files."