how to get some data column and header by onclick in table jquery

Attach the click event to the element as you create them:

$('<td>').on('click', doClick);

Here is a cleaned up and commented version to illustrate:

// This is used a lot, we should keep a reference for cleaner code.
var $table = $('#cdcTracking-list tbody');

// No need to repeat the same pattern of code so we will use JS to iterate over
// code by telling it the values we want in each iteration. This is used for the
// makeElementTR helper function.
var dataKeys = [
  {prop: 'vesselCode',  color: 'green'},
  {prop: 'voyage',      color: 'black'},
  {prop: 'chasisNo',    color: 'black'},
  {prop: 'chasisNo',    color: 'black'}, // This is repeated, Why?
  {prop: 'plateNo',     color: 'blue'},
  {prop: 'bookingRef',  color: 'blue'},
  {prop: 'serviceTerm', color: 'blue'}
];

function onElementClick(e) {
  var header  = $('#cdcTracking-list th').eq($(this).index()).text(); //to get clicked column's header
  var trackid = $(this).siblings('td:nth-child(36)').text(); //get column at column 36
  var date    = $(this).text(); //get clicked column value
  // Do something with this?
}

// Making helper functions can make code further down easier to understand
function makeElementTR(element) {
  var $tr = $('<tr>');
  $.each(dataKeys, function(index, dataKey) {
    var value = element[dataKey.prop];
    $('<td>')
    .on('click', onElementClick)
    .css({color: dataKey.color})
    .text(value)
    .appendTo($tr);
  });
  return $tr;
}

$.ajax({
  type: 'POST',
  url: '../cdc/load/jsonTrack.php',
  // I hope this is not a normal string. That would be weired.
  data: dataString,
  // How come your PHP script can't set the 'Content-Type: application/json'?
  // If it did you wouldn't need this.
  dataType: 'json'
})

// Using success callbacks, especially when defined in-line, is really hard to
// read. Use jQuery's promise-like syntax for more readability and flexibility.
.then(function(data) {
  var elements = data.elements;

  // Don't repeat yourself, If your going to respond the same with either
  // success !=== 'success' or no elements put them both in the same if
  // statement.
  if (data.success !== 'success' || elements.length === 0) {

    // Wait a second, if the code reaches here then that means the PHP script
    // returned a 200 (Success/Happy) response except the data.success is
    // telling the you the server lied? It would be easier to have the PHP
    // script return an error response instead of a success response here.
    // However, if that isn't possible then we will fake that is what happened
    // by throwing our own exception which will be passed on as if the server
    // said as much.
    throw "No session to display"; // Let someone else handle this.
  }

  $.each(elements, function(index, element) {
    makeElementTR(element)
    .appendTo($table);
  });
})

// This guy knows what to do when things are not working the way we want.
.fail(function(reason) {
  if (typeof reason === 'string') {
    $('<tr>')
    .append($('<td>', {colspan: 7}).text(reason))
    .appendTo($table);
  } else {
    alert('Oh no! Something bad happend: ' + reason); // coherce to string
  }
});