If you're using -sort rather than -buttoncommand (and unfortunately, Tk::Columns appears not support both simultaneously), then you're out of luck. You might consider using an icon that suggests sort in either direction, e.g. an "up/down" arrow of some kind.

Otherwise, you could try using -buttoncommand rather than -sort, but that gets a whole lot more complicated because then you have to write the code that does the sort.