You could use TableForm
, e.g.
col = CharacterRange["A", "E"];
row = CharacterRange["a", "e"];
TableForm[m, TableHeadings -> {row, col}]
A way using Grid
:
Grid[{PadLeft[col, 6, ""]}~Join~
MapThread[PadLeft[#1, 6, #2] &, {m, row}],
Dividers -> {{False, True, {False}}, {False, True, {False}}}]