Double click on the legend, then edit the legend names.
The JSL will look like this
Graph Builder(
Size( 527, 418 ),
Show Control Panel( 0 ),
Variables( Y( :Col 1 ), Y( :Col 2, Position( 1 ) ), Y( :Col 3, Position( 1 ) ) ),
Elements( Box Plot( Y( 1 ), Y( 2 ), Y( 3 ), Legend( 3 ) ) ),
SendToReport(
Dispatch(
{},
"400",
ScaleBox,
{Legend Model(
3,
Level Name( 0, "my name1", Item ID( "Col 1", 1 ) ),
Level Name( 1, "my name 2", Item ID( "Col 2", 1 ) ),
Level Name( 2, "my name 3", Item ID( "Col 3", 1 ) )
)}
)
)
)