The column names can be changed on the Power BI report it self as per your requirement, please follow the below steps for the same:

i. Search for the required column name in the Data pane:

ii.  In the Data pane of the report, click on "More Options" next to the column name you need to change

iii. Then, click on Rename

Note: If the column name is not visible despite searching, please email us since certain column names might be hidden. 

If you need to change the name for any particular visual then:

a. Click on the visual

b. Under the Visualization pane, right click on the column and "Rename for this visual" to change the name.