I have been using headers and footers in it for years. Here is an example that uses both:

Code:
        Dim Lic As New Aspose.Words.License
        Lic.SetLicense(Application.StartupPath & "\Aspose.Words.lic")

        Dim doc As New Aspose.Words.Document()
        Dim docBuilder As New Aspose.Words.DocumentBuilder(doc)
        docBuilder.InsertParagraph()
        docBuilder.MoveToHeaderFooter(HeaderFooterType.HeaderPrimary)
        docBuilder.Write("Hello World")
        docBuilder.MoveToSection(0)
        Dim f As Aspose.Words.Font = docBuilder.Font
        f.HighlightColor = Color.Yellow
        f.Size = 16
        f.Name = "Courier New"
        docBuilder.Write("hola")

        doc.Save("C:\temp\testheader.doc")