You can make a tiddler titled the way the field name is titled (assuming your dynamic-table columns are fields). Then, create a caption field within that tiddler.
Of course, second-guessing my quick reply above, caption might not be the best choice for a field to determine the dynamic table header, since other functions already harness the caption field. Perhaps tbl_caption or something like that would be better. (I often prefer very short headers for columns if the data is short, so that horizontal space is not wasted. But some fields, like bibtex-year, are baked into other plugins, and take more horizontal space than the contents within the column below.)
-Springer