There are 3 ways to do this:
1. Define the Series names directly
Right-click on the Chart and click Select Data then edit the series names directly as shown below.
You can either specify the values directly e.g. Series 1 or specify a range e.g. =A2
2. Create a chart defining upfront the series and axis labels
Simply select your data range (in similar format as I specified) and create a simple bar chart. The labels should be defined automatically.
3. Define the legend (series names) using VBA
Similarly you can define the series names dynamically using VBA. A simple example below:
ActiveChart.ChartArea.Select
ActiveChart.FullSeriesCollection(1).Name = "=""Hello"""
This will redefine the first series name. Just change the index from (1) to e.g. (2) and so on to change the following series names. What does the VBA above do? It sets the series name to Hello as "=""Hello""" translates to ="Hello" (" have to be escaped by a preceding ").