The header and footer are the content at the top and bottom of every page of your website. Most usually, the header will not be directly editable by you.
You can, however, manage how your menu items and navigation are organised on the following page: Pages and navigation.
Similarly, the footer (and perhaps sub-footer) can be edited by editing the generic content. For more information on editing generic content, see the media and content page.
Both of these options are available from the Admin Area, not from editing a webpage directly.