Renaming documents from within the 'Open' and 'Save As' dialog boxes just like in Windows
Can I do the same thing in macOS?


Yes and No. Let me explain.

Yes

You can do the same thing from within the Open dialogue window of an application, however it is not done by clicking on the filename to highlight it. Instead, you need to right-click on the filename and select Rename. This then highlights it and you can rename it as you wish.

If my explanation isn't clear, please let me know and I'll upload a couple of screenshots.

No

Unfortunately, macOS does not allow you to rename a document from within the Save As dialogue window. This may actually be a bug because right-clicking on a filename does in fact give you the Rename option, it's just that it doesn't actually allow you to rename the document.

In fact, now that I'm thinking about this, I suggest you send in some feedback to Apple. When you do select Bug Report as your feedback type, and for feedback area select the Desktop/Finder/Filesystem option. I'll do the same, because you either shouldn't be able to select Rename from within the Save As dialogue window, or it should work since you can select it.