You can Try like this
SqlConnection con=con = new SqlConnection(
);
SqlCommand cmd = new SqlCommand(Select * from [My Table Name], con);
SqlDataReader sdr = cmd.ExecuteReader();
string columnName = sdr.GetName(0);
Here you will get your first column name in to the "columnName" variable, by changing the index you will get different column names which are present in your table.
I hope it will helps you.