I hope that I undestand your question correctly. You didn't
really say what kind of terminal window you had in mind.
For an xterm, you can do that with a command line option,
and I presume that there's an analogoous feature for, say, a
Kterm or for a Gnome terminal window.
Here's a section from the xterm man page.
This option specifies the window title string,
which may be displayed by window managers if the
user so chooses. The default title is the command
line specified after the -e option, if any, other-
wise the application name.