Actually, it's the other way round; initially you declare 5 columns and, in the first row, using \multicolumn you span some cells to occupy to of them.
In the following example, the packages siunitx and booktabs were used to improve the table formatting:
\documentclass{article} \usepackage{siunitx} \usepackage{booktabs} \begin{document} \noindent\begin{tabular}{lSSSS} \toprule & \multicolumn{2}{c}{A} & \multicolumn{2}{c}{Most Mon} \\ \cmidrule(r){2-3}\cmidrule(l){4-5} Methods & {Time [\si{\second}]} & {RunCount} & {Time [\si{\second}]} & {RunCount} \\ \midrule C & 12.3 & 5 & 34.6 & 7 \\ D & 1.35 & 5 & 4.93 & 7 \\ \bottomrule \end{tabular} \end{document}

Of course, instead of S you could use any other column type (and deal with possible alignments in other ways) such as c, l, r, or p{<length>}.
In a comment it has been requested to produce the table with the vertical rules; here it is:
\documentclass{article} \usepackage{siunitx} \begin{document} \noindent\begin{tabular}{| l | S | S | S | S |} \cline{2-5} \multicolumn{1}{c|}{}& \multicolumn{2}{c|}{A} & \multicolumn{2}{c|}{Most Mon} \\ \hline Methods & {Time [\si{\second}]} & {RunCount} & {Time [\si{\second}]} & {RunCount} \\ \hline C & 12.3 & 5 & 34.6 & 7 \\ D & 1.35 & 5 & 4.93 & 7 \\ \hline \end{tabular} \end{document}
