After you paste your data into a Coda Table, you should see a small paste icon on the bottom right of your data. If you click that menu, you'll have a few options including First row as column headers. And that's it!
Alternatively, you can also right-click on the first row of your data to see a list of options that will include this option to "use as column headers". Note that this also allows you to use any column, so be careful to select the first column.