For anyone confused, I think the issue here is that the question is about response headers and the reply is about request headers. Everyone keeps saying the word header without this important modifier.

The answer above showed how to add a new header to an outgoing request:

Where the line show "Name" and "value" just enter the name and value of the header you wish to add. Those fields look greyed out, and uneditable, but they are not. When you start entering values a new row appears if you wish to add additional headers to your outgoing request.

If this is not helpful then you'll need to be much more specific in your question.