With this simple tips you can keep all the column name on DataWindow into an array

int colNum, numCols
string colName[]

numCols = Integer(dw_control.Describe("DataWindow.Column.Count"))

FOR colNum = 1 TO numCols //Get Column Name with describe
colName[colNum] = dw_control.Describe("#"+String(colNum) +".name")
NEXT