In SharePoint renaming a document library does not rename the url of the library. That’s how it is..
Having said that you can change the url of the document library by following the steps mentioned below
1.Open your site in SharePoint designer
2.It will list down all the lists/document libraries on the left hand side.
3.Highlight the document library in question
4.Click Rename (What ever you wish to…)to change the document library’s url
Renaming this way also changes the url of the library.