In the .NET for Ajax PivotGrid, you can set a caption for all fields, row and column. This does not seem possible in the kendo based version (MVC). The only property I see on a column or row is if we want it expanded by default or not.
Here is how it is done on the Webforms version of the control
<Fields>
<telerik:PivotGridRowField DataField="Rep" ZoneIndex="1" Caption="Rep"
</telerik:PivotGridRowField>