Hello @Takeru Mazuelos
I imagine you're not using the Column's block and are using an auto-generated grid since you can achieve that with the associated input:

You can set or change the tooltip on a column's header by accessing its headerTooltip attribute.
Based on the column's unique Id you can reach that by using the following script:
GridAPI.ColumnManager.GetColumnById("#COLUMN UNIQUE ID#")._configs.headerTooltip = "This is my new tooltip content";
Hope this can help you.
Cheers,
GM