Renaming of a filegroup is SQL server can be done using T-SQL scripts as demonstrated below.
SELECT name AS BeforeRename FROM sys.filegroups ALTER DATABASE SansSQL MODIFY FILEGROUP Secondary NAME=SansSQLFG SELECT name AS AfterRename FROM sys.filegroups
Important thing to note here is, we will not be able to rename the Primary filegroup and when we try to rename the primary filegroup, we get an error which says
|Msg 5012, Level 16, State 1, Line 1
The name of the primary filegroup cannot be changed.