It used to be "easy" in SH4, where you created a 1024x1024 dds file with the "Name" you wanted (using PhotoShop or equivalent), put that into the Data /Terrain /LocationMaps folder, then linked to that with a "MapLocation" added with Mission Editor in the Campaign_NMS.mis file, which in SH5 looks to be covered with the LocationNames.mis file in the Data /Campaigns /CampaignProjects /Common folder. You could experiment with that file, but SH5 also looks to use "*.shp" files for that, and it might be a better idea to wait for vecko or one of the other more knowledgeable SH5 modders to come along.
Welcome to SubSim!
