oh we thought you were talking about the header titles on the sections because in technical term header is basically the title or the top most part of the web page, i i apologize for the confusion here.
so For example you want to click on a menu on header let say “contact” and you want your page to go to some other page.
then you will need to add a custom link on your menu.
go to dashboard > appearance > menu > now form add menu items you select “custom links” > add link and title > click on add to menu > save menu
And it will be added to your menu clicking on it will redirect you to the new menu. we could also scroll it to the bottom of the page or any section on click but it will create some disturbance in the design and you will also need to add some code for it to be fixed. If you want us to do that then let us know both of it is possible but the first option is hassle free. Hope this answers your question.