The column header only can be created on the top of datagrid. If the column header looks too small, you can set some CSS style to make it become bigger.
<style>
.datagrid-header-row{
height:35px;
}
.datagrid-header .datagrid-cell,
.datagrid-cell-group,
.datagrid-header-rownumber{
line-height: 28px;
}
</style>