I assume you are talking about the example from
4.6 SP1 release notes.
The first argument of the Column constructor is the
name value, i.e. the text that will be shown in the header. Please check that you supply the correct value. For the first row the constructor should look like this:
Column c = new Column(day.ToShortDateString(), day.ToString("s"));
For the second row it should look like this:
Column c1 = new Column("A", "A");
Please check also the HeaderLevels property (the default value is 1, that means it will only show the top level). In order to show three resources for each day you will have to set it to 2 (first row showing the dates, second row showing the resources).
If you still have troubles with getting it working, please send me a screenshot of the output, your Page_Load code and the daypilot tag from your .aspx page to support@daypilot.org.