change default 'district'
Welcome!
In future: it would help if you tell us what version of CiviCRM you are using with what CMS. Also, it looks like you are working on a customised version of CiviCRM. The tab 'District' is not part of core CiviCRM, but looks like a Custom Group.

If you select 'Administer/Customize Data and Screens/Custom Fields' in your menu you will get a list of custom sets. I expect you will see 'District' there. If you click on 'More' and then 'Settings' you can change the label (and hit 'Save') which will then also be the title of the tab.

If you are then back in the list with Custom Data, you have to click on 'View and Edit Custom Fields'. This will show a list of fields in the group. One of those (and possibly the only one) will be 'Districts'. You should see an option 'Edit Multiple Choice Options' which will allow you to change the options.

This is all on the assumption that this is a custom group :-)