Since you want the [Measures].[Amount] measure repeated on columns for each [Cost Type], you have no other option than creating calculated members for each cost type:
WITH
MEMBER [Cost_Type1] AS ([Cost Type].[Cost Type].[Cost_Type1], [Measures].[Amount])
MEMBER [Cost_Type2] AS ([Cost Type].[Cost Type].[Cost_Type2], [Measures].[Amount])
MEMBER [Cost_Type3] AS ([Cost Type].[Cost Type].[Cost_Type3], [Measures].[Amount])
SELECT { [Cost_Type1], [Cost_Type2], [Cost_Type3] } ON COLUMNS,
NON EMPTY {
[Empl].[Name].[Name]
* [Date].[Calendar].[Month]
} DIMENSION PROPERTIES MEMBER_CAPTION, MEMBER_UNIQUE_NAME ON ROWS
FROM
Cube
This is due to a limitation in the BIDS query designer - it does not allow for an unknown number of columns at "design-time", thus it is not possible to specify a set on the COLUMNS axis - only single members (even though it works fine in SSMS).