Hello,
If you're using a template you can set a header as default, if you're creating the document from scratch the addHeader method allows to set a header as the default one with the headers parameter and if you are doing a merge you can overwrite the headers using the importHeadersAndFooters method (http://www.phpdocx.com/api-documentation/layout-and-general/import-headers-and-footers-Word-document-with-PHP).
Regards.