How do you change a file name. e.g. Chapter 3 to Chapter 4 ??

I want to change a chapter previously numbered 3 to 4, but when I highlight it , I just get a "Chapter 4 can’t be found.

You didn’t tell us which operating system you are using so I will assume it is Windows. If I understand your problem correctly, the most straightforward method will be to use your operating system’s file manager to change the name of the file.

Be aware that this new file will not at first appear in the LibreOffice’s list of Recent Files. To fix that, either use LibreOffice’s menu File → Open and navigate to the new file, or use your operating system’s file manager to navigate to the file and double-click on it to open. Then the file with the new name will appear in the list of Recent Files.