So that the CMS does not get confused as to which page a link should go to, each filename added needs to be unique. You can use hyphens (-) or underscores (_) to help make filenames unique as spaces in filenames are not allowed.
If you want the filename to appear as https://mydomain.com/filename add a / in front of the filename. By default adding just the filename prepends the page type in front of the custom filename e.g. https://mydomain.com/page/filename, https://mydomain.com/blog/filename, https://mydomain.com/product/filename
Any links that you add to images or text in your page content will need to be updated manually to point to a new custom filename if you have linked it to the old custom filename.
You can use redirects to automatically redirect visitors as shown further down the page.
Example of in-page content that needs to be manually re-linked. This button was linked to an /our-old-link and needs be updated the the new one.
Menu links and other system generated pages such as products shown in the product list and main menu or category menus will update automatically on publish.
You can use the SEO > FILE REDIRECTS area to set redirects to automatically take visitors from the old link to the new one.
If you add a custom filename to a page, it will not appear until you PUBLISH the page to write the custom filename to your web hosting.