The available columns for any given table are fetched from a system table called "sys_tablecolumns". A specific table name is provided in the WHERE criteria to restrict the table from which the column information is fetched:

import cdata.dynamicscrm as mod
conn = mod.connect("User=myuseraccount;Password=mypassword;URL=https://myOrg.crm.dynamics.com/;CRM Version=CRM Online;")
cur = conn.cursor()
cmd = "SELECT * FROM sys_tablecolumns WHERE TableName = 'Lead'"
cur.execute(cmd)
rs = cur.fetchall()
for row in rs:
	print(row)