You can add field names, but you can not add field labels.
If you have a Export Table where you create records, you can first create a record with your asked labels. Then create all records and export all those records
are you saying you want the file named something line "Report - 765" to indicate that the report contains 765 lines of data? If so, just use Get(FoundCount) in your title name ... $filename = "Report " & Get(FoundCount) & ".xls".
Otherwise, creating custom Excel reports with user-friendly column names is a "can of worms" that you need to open. It's not impossible; it's just not a native FM capability.