I am not sure exactly what you want to do, but yes you can rename columns using a script. If you open each data table and keep separate references to each, you can send messages to all of them to rename columns:
Names default to here( 1 );
//Open two tables
dt1 = Open("$SAMPLE_DATA/Iris.jmp"); //first table
dt1 << Set Name( "Table 1" );
dt2 = Open("$SAMPLE_DATA/Iris.jmp"); //second table (different filename)
dt2 << Set Name( "Table 2" );
//Concatenate tables
dtJoined = dt1 << Concatenate( dt2 );
dtJoined << Set Name( "Combined" );
//Change column names
Column( dt1, "Sepal length" ) << Set Name( "Sepal_length" );
Column( dt2, "Sepal length" ) << Set Name( "Sepal_length" );
Column( dtJoined, "Sepal length" ) << Set Name( "Sepal_length" );
If changing a lot of column names you could use a function to replace the last three lines:
//Make a function to change column names in all tables
ChangeAllNames = function({original, new},
Column( dt1, original ) << Set Name( new );
Column( dt2, original ) << Set Name( new );
Column( dtJoined, original ) << Set Name( new );
);
//Then call the function
ChangeAllNames( "Sepal width", "Sepal_width" );
ChangeAllNames( "Petal length", "Petal_Length" );