Object should be named either when you put them on stage manually, or named by code in the attachMovie command. You can change the name by using the _name property, but thats pretty much pointless. The best way to track objects is to store a reference to them in an array as mentioned (or another object type) when you create/attach them. You can then loop through the array as desired to retrieve the reference and perform various operations on them (like collisions).
bq. Do you have any specific tutorial you could point me to?
Look through the sites that are listed under tutorials in the sticky at the top of this forum.