You have two ways
1)
- Right-click the database in SQL Management Studio
- Go to Tasks and then Export data, you'll then see an easy to use wizard.
- Your database will be the source, you can enter your SQL query
- Choose Excel as the target
- Run it at end of wizard
2)
1) Select menu item Query -> Query Options.
2) Set check box in Results -> Grid -> Include column headers when copying or saving the results.
After that, when you Select All and Copy the query results, you can paste them to Excel, and the column headers will be present.
Hope it will be useful for you