One sequence of actions (Design view, right-click, choose command) will either add or delete a header and footer.
You may find that the form you are working on does not have Page Header and Page Footer sections. The form may even lack the Form Header and Form Footer sections. To add header and footer sections, for pages or for the entire form, you would need to be looking at the form in Design view.
After right-clicking the form at any of the points that can be used to select a section, you would choose the relevant command from the shortcut menu to add the header and footer sections for the page or the form. You could then add controls, for instance labels or text boxes, to the header and footer sections.
Note You could remove a header and footer by the same process, which deletes or adds depending on whether a header and footer are present or not. If you remove a header and footer, Access deletes any controls they contained.