Easy Way

Use an arrow function:

return (
  <th value={column} onClick={() => this.handleSort(column)}>{column}</th>
);

This will create a new function that calls handleSort with the right params.

Better Way

Extract it into a sub-component. The problem with using an arrow function in the render call is it will create a new function every time, which ends up causing unneeded re-renders.

If you create a sub-component, you can pass handler and use props as the arguments, which will then re-render only when the props change (because the handler reference now never changes):

Sub-component

class TableHeader extends Component {
  handleClick = () => {
    this.props.onHeaderClick(this.props.value);
  }

  render() {
    return (
      <th onClick={this.handleClick}>
        {this.props.column}
      </th>
    );
  }
}

Main component

{this.props.defaultColumns.map((column) => (
  <TableHeader
    value={column}
    onHeaderClick={this.handleSort}
  />
))}

Old Easy Way (ES5)

Use .bind to pass the parameter you want, this way you are binding the function with the Component context :

return (
  <th value={column} onClick={this.handleSort.bind(this, column)}>{column}</th>
);