Changing bar labels
Below is a worked example:

Please note that it is sometimes more convenient to use value labels rather than a graph label options to change graph bar labels. In my example it also allows the legend to be spread over the width of the graph.
The commands I used in a do-file are:
clear all
sysuse auto
lab def origin 0 "Europe de l`=char(146)'Ouest" ///
1 "Asie de l`=char(146)'Est", modify
graph hbar mpg trunk turn, over(foreign) ///
legend(row(1) span) stack name(two,replace)
exit
For more useful information on Stata graphs, please look at the book A Visual Guide to Stata Graphics, 3rd Edition.