The columns names are by default you can change them to R1C1 style but you
cannot rename them.
In case you wish to put your own names then select Row 1 of the column and
name them as desired.
In case you wish to put R1C1 reference style then go to
Tools>>Options>>General Tab and check the box of R1C1 reference style>>ok.
By doing this you will see that the column name will change to numbers like
1,2,3 etc