However, that's not quite the same as it's not the component itself but the "unit".
You cannot rename components themselves but as Father Tim said, you have lot of flexibility with the "units".
So you can make a "Marine with Bolter" that is infantry, medium powered armour, boarding capable, personal weapons.
And you can make a "Guardsman with Lasgun" that is infantry, light infantry armour, personal weapons.
In fact, I would recommend doing something like this over the more common "infantry" and "marines" as those can get really confusing as you research better techs and use different components on them.