After you upload a file, you can rename it in the media library.
Select a file and right-click to open the options dropdown. Click on the "Rename" menu item.
It will open a modal where you can enter the new file name.
The new file name can contain:
0-9 (including Unicode letters, marks, and numerals in other languages).
Any other character, including space, will be replaced by an underscore character i.e.
While renaming, you can also choose to purge the CDN cache for URL with the old file name.