I just realized that the following query would give you all column names from the table in your database (SQL SERVER 2017)
SELECT DISTINCT NAME FROM SYSCOLUMNS
ORDER BY Name
OR SIMPLY
SELECT Name FROM SYSCOLUMNS
If you do not care about duplicated names.
Another option is SELECT Column names from INFORMATION_SCHEMA
SELECT DISTINCT column_name FROM INFORMATION_SCHEMA.COLUMNS
ORDER BY column_name
It is usually more interesting to have the TableName as well as the ColumnName ant the query below does just that.
SELECT
Object_Name(Id) As TableName,
Name As ColumnName
FROM SysColumns
And the results would look like
TableName ColumnName
0 Table1 column11
1 Table1 Column12
2 Table2 Column21
3 Table2 Column22
4 Table3 Column23