My transcript has the wrong course names. How to fix this in PhD applications?

If at all possible you should get the issuing university to correct your transcript. Failing that, you should get a letter, signed by an authority, that explains the situation. The letter should come from some official. In the US, the person would normally be called the Registrar, but I doubt that is universal. Whoever is responsible for transcripts.

The answer of Nicole Hamilton is correct in that you shouldn't try to alter any official document.

Do not alter a document issued by anyone else.

You haven't provided enough information for anyone to judge whether A, B and C will seem all that different from D, E and F to anyone reading your transcript. Either way, there's simply no possible good reason nor any possible good outcome associated with telling anyone other than your registrar that you think there's an error on your transcript. Until and unless you can get it changed, it is what it is.

What you might do if you think it's that important, is sneak a clarification into one of your essays, explaining that not only did you do well in these courses, but that the content was even more relevant than the course names would suggest.

Have your letters of recommendation address the issue.

You are getting a letter from the professor who taught one of these courses, right? In their letter of recommendation, they'll write "I first met Hey when he was a student in Course A, which I taught. Note this was mislabeled in his transcript as D."

You can also mention it in your statement of purpose when you write about your experience.