Not directly possible in HEY right now. Three workarounds occur to me.
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If you click the 'code' format tool, it will give you a monospaced font and you can use that to fake a crude table. Use the pipe character | as a column separator, use spaces to get the column separators to align properly row after row, and if you want, use ----- to create horizontal dividers.
For example, create your table in Google Sheets, take a screen capture, and paste.
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Finally, a variant of the second idea: Make your table in any other app you like, save as pdf, and attach it.
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Here's a screenshot showing examples of the first two suggestions above (A and B).