You put the code that goes in your header in whatever header file you have defined. This would not contain head tag stuff just your html for the header.
You put code that goes in your footer in whatever footer file you have made
You put code that gets inserted between head tags in a page in some headtags file you define.
You define what these file to load then via server path and filename in admin global options but that still requires you to make these files.
We include sample header.htm and footer.htm files in the distribution as examples