Whether you are copying query output from SQL Server Management Studio or Saving result as .csv file, if you need to save the column name or column header along with result.. here is simple option you have to enable.
Goto Query > Query Options or Press CTRL + Shift + O
Goto Option Grid Under Results
Check the box which says “Include column headers when copying or saving the results”
Click OK.
Run the query and save result as .csv or copy paste to excel with column headers.

Hi ,
Thanks a ton ..
really superb.we struggled a lot for copying the column
headers
Thank’s
This is really helpfull for me.
thanks again
Great Answer!
Very helpful. Many thanks.
thanks indeed
Nice one man!! Saved me a bunch of time
Thanks so much… I was so frustrated for days without knowing this!
You saved me like 2 hours of manually typing headers in my excel. Thanks!!!