I am just wondering how to edit/change the name of an audio file which I have recorded on the MODX.

You can rename your Audio File as follows:

When you record Audio with the MODX Performance Recorder, it writes a 24-bit/44.1kHz .wav file to your compatible USB stick.
Press [UTILITY]
Touch “Contents” > “Load” > set the “Content Type” = .wav file
This will look to your USB Stick. You should see your recording listed with the default name “NewAudioRec.wav“
If you have several unnamed files, a number will be added to differentiate each recording.

In the upper right corner tap “Job”
You are offered two options on the pop-in menu
Select “Rename”

Give it a new name and tap Done.

Thanks BM !