Have you selected the template type to be header as mentioned here:
After that you will get the header options in the template settings.
I quote from the article in the Bricks Academy:
When editing a header template, an additional Header settings group is available under Settings → Template Settings → Header.
There you can find various header-specific settings such as:
- Header position (top/right/left)
- Header width (available when header position is set to left/right)
- Sticky header (available when header position is set to top)