To edit a pricelist you first need to go to the "pricelist settings" screen (see instructions here), which will look like:
You can edit all the fields that have the pencil icons next to them. Clicking on the pencil it will allow you to edit it. After editing remember to click on "OK".
Do not edit the "disable on web" column.
Name's change
You can change the name of a zone or a discount by clicking on the pencil icon in the ''name'' and ''english description'' field.
Change of the zone's color
When clicking to change the colour you can adjust it by the sliders or enter the HEX value for the colour you want. When you are done hit ''OK''.