Firstly, you're right that the limit of columns is 5 where you're grouping answers under one hint. However I only see that he has 3 columns in the quiz.
To have an individual heading for each group, you have to use the "
Group Answers with Same Hint" feature on the Style page.
Use the Hint column for the Group name, the Extra column for the Hints, and the Answer column as usual. It would look something like this:
Hint Answer Extra
Group 1 [answer] Hint 1
Group 1 etc. etc.
Group 1
Group 2
Group 2
Group 2
Just to let you know there is a thread stickied here
https://groups.google.com/forum/#!topic/sporcle-university/bxVArunpTBo, where you can access a quiz creation guide.
Hullabaloo