Is it possible to rename the parts trough SW explorer?
Yes it is possible...
And I think it is best to do it that way. Why! Because if you just rename using Windows Explorer, and if there is associations to the file you rename such as part assembly association, or part drawing association, then that association will be broken as SolidWorks uses file names to maintain the association. However, SolidWorks Explorer understands this and will maintain the association.
If there are not associations then Windows Explorer will work. BUT; I ALWAYS use SolidWorks Explorer to rename SW files just to be safe.