I am assuming that your reference use of "dataset" is actually a "Column" within your dataset. The Overlay Plot Platform can only operate on a single dataset, but allows for the overlaying of multiple columns of data.
The Overlay Platform allows for the changing of the "Group" label, but there is not a direct method to change the text within the label.
However, what I suggest, is that you use the Recode function to change the values of the columns that you are grouping on.
Go to
Help
Then enter in the word "Recode" and the documentation on how to Recode the values within a column will be displayed.
Jim