Not in proc Print.
You can do this with Proc Report:
data have;
input name1 $ name2 $;
datalines;
Bob Jim
Fred Barney
;
proc report data=have;
column ("Name label" name1 name2);
define name1 /"" ;
define name2 /"";
run;
The ("Name label" name1 name2) sets a spanning header over the columns Name 1 and Name2 as indicated by the ( ) around the text.
The Define statements with the /"" suppress the default variable label that the individual variables would otherwise contribute.