There are different way to set game file names.

1. use GameTDB option in the loader (it will download wiitdb.xml which contains all GameID and corresponding game names)
Note: it's based on GameID found in the sub-folder's name or, if not present, from the ID in the ISO.

2. Rename the game inside the loader
Gui > game window > Rotating disc
click a game > click on game title in the rotating disc to set a new name
Note: it's based on your cache. you need to enable the Cache setting, and disable "Force Title from Disc" setting.

3. Read the game's name from the sub-folder's name.
SD;/games/F-zero AX [GFZJ8P]/game.iso
The red part and the blue part are used as game's title and GameID, even if they are different inside the ISO! (The F-zero AX ISO often has Soccer's game title in the header, using this method fix the F-zero title easily)
Note: it's based on the folder's name.

4. Read the title from the ISO
if you don't use GameTDB (or use "Force title from Disc"), and don't have the game's name in the sub-folder's name, then USBLoaderGX open the ISO and read it's content to find the GameID and Game title.
It's slower to open all the ISO one by one to read their content so you should prevent using this method.
Note: it's based on the internal ISO content. Some game may have wrong/unformated internal Titles.