You mean for an exported game, or for the Godot editor?
For an exported Godot project, I do not believe there is any way to actually change the name of the application itself.
The Godot exports are actually just pre-built instances of the Godot game engine, and it loads the exported .pck
when launched, which tells the Godot export how to run the exported game.
Because of this, an exported Godot game will always show up as “Godot Engine”. I thought there was a GitHub issue on this, but I couldn’t find it, so maybe it’s been fixed?
If you mean for the Godot editor, then I do not think there is any way to change the name shown in Windows when the Godot editor is open. To be honest, I don’t have a lot experience on this, so it might be different.
Someone else might know better on all this though, it has been awhile since I’ve needed to change the name and/or export a Godot project.