A standard, simple header has only one section, and you can't use the normal columns feature to add columns to a header. Instead, however, you can insert a built-in header that comes with three columns. This header contains three separate text fields, one for each column, which makes it easy for you to fill in each column.
Open the document that you want to contain headers with columns.
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Click the "Insert" tab on the Ribbon.
Click the "Header" icon on the Ribbon. Click "Blank (Three Columns)" on the drop-down Header menu, under the heading Built-In.
Click the first column, represented by the words "Type text" inside square brackets, then begin typing to add text. Repeat for the other two columns; simply click "Type text" and then type.
Click "Close Header and Footer," on the Ribbon, after filling in each column.