There is no action renaming all those things at once. For CW those are independent names, that they happen to start with the same letters has no special meaning.
To rename the project/mcp, just use windows explorer or open it with CW and do a save as.
For project files, open the project, open the file to rename via Files tab and then use File->Save as. This will save the file with the new name, and at the same time also adapt the project references.
The output ELF file has to be renamed in the Linker settings. The SRecord name is in the default setup derived from the ELF file name.
Daniel