How to Convert Columns Heading into Slicers

Ashish_kumar12 , I think you need a measure slicer. There is a different approach for measure slicer and column slicer(group by)

For measure , you can use measure slicer or calculation groups 

https://www.youtube.com/watch?v=b9352Vxuj-M
https://community.powerbi.com/t5/Desktop/Slicer-MTD-QTD-YTD-to-filter-dates-using-the-slicer/td-p/500115

or

calculation groups
https://www.sqlbi.com/blog/marco/2020/07/15/creating-calculation-groups-in-power-bi-desktop/

For Column, You need use bookmarks, In case of direct query there is additional solution

bookmark -https://radacad.com/bookmarks-and-buttons-making-power-bi-charts-even-more-interactive

Direct Query https://datamonkeysite.com/2020/10/22/change-dimension-dynamically-using-parameter-in-powerbi/