The exe is dictated by the project name when you package your project … why would you want to change an existing EXE.
So in my screenshot, the first window (the window on top) is the name of my game and has the resultant exe created (i.e. KaboomArena.exe).
The second screen (the one below) is the name of the package type that I selected when I did the package (i.e. Windows 64 bit Shipping).
There should be no need for you to manually rename the executable … the game packaging should do it for you.
