If you have a Data-Driven board, you are not able to update the column headers, these are fixed to the field you used to define the column during creation. You can update the column names on a freeform board simply by clicking the name, but sadly that is not what you're looking for.
Editing Freeform board column header by selecting it
Data driven board creation window
There is a table which manages these: vtb_lane, however, if you make a modification to the name field, the next time you navigate to the board it will re-build the column headers and your updated name will not be visible. It will also delete that vtb_lane record you just edited.