By default, if you don't place a table component in a scroll pane, the table header is not shown. You need to explicitly display it.
int rows = 10;
int cols = 5;
JTable table = new JTable(rows, cols);
JTableHeader header = table.getTableHeader();
container.setLayout(new BorderLayout());
// Add header in NORTH slot
container.add(header, BorderLayout.NORTH);
// Add table itself to CENTER slot
container.add(table, BorderLayout.CENTER);