One question I see currently showing up on the forum is to have different header colours, but most of the times since the conditional formatting is only applied to values people tend to say it's not possible.
As refer conditional formatting cannot be applied to a column header however you there are alowed to:
Apply the same format of the column values to the header
Apply conditional formatting to the values (text and/or background)
This multi-part tutorial blog is geared to help BI Analysts create versatile Scorecards with KPIs as well as to facilitate the business reporting transition from Excel, SSRS or other apps to Power BI Desktop.
In this initial installment, I will illustrate how to include more than one aggregation and custom formatting in the Power BI Desktop Matrix. All tutorial steps below require acquaintance with how Power BI Desktop works as well as basic to advanced DAX skills.