Yes, you can.
From the Home Screen do the following steps:
- Choose a random room
- Select "Device list" on the bottom of the screen
- Select a heater from the list
- Select the symbol with three dots
- Select "Change room"
- Select the "+" symbol in the top right corner
- Write the name you want for the new room and select "Create Room"
- Relocate the heater back to the old room by repeating step 1-5 and then select the room the heater originally was in.