You can change the window title in X, though chances are the window manager will just change it back next time it's refreshed.

    xprop -f _NET_WM_NAME 8u -set _NET_WM_NAME "New Window Name"

I'm not sure why anyone would do this, and I'm also not sure what the GP comment means by "naming windows" anyway. KDE does allow assigning shortcuts to windows, but I've never used this either.