Are these columns in your data or measures?
If you are having the data in columns you can unpivot the columns in power query editor and use the additional columns as headers. For more details you can refer to the solution in this post.
If you are having measures which are displaying values on report then as of now powerbi does not support mupltiple level of header rows. You can vote for this idea on Power BI ideas forum.
However there is a workarround available for this, that you can use the text box or the rectange shape as headers.
If this helped you, please mark this post as an accepted solution and like to give KUDOS .