if your list looks like this: [1,2,3] you can do:
lst = [1,2,3]
df = pd.DataFrame([lst])
df.columns =['col1','col2','col3']
df
to get this:
col1 col2 col3
0 1 2 3
alternatively you can create a column as follows:
import numpy as np
df = pd.DataFrame(np.array([lst]).T)
df.columns =['col1']
df
to get this:
col1
0 1
1 2
2 3