The header is the menu at the top of your website, the footer is the area at the bottom. Both appear on every page of the website, so they are not edited on a page — they have their own places in the sidebar: Header Nav and Footer.
What you can edit
The fields follow the design of your website. Typically you manage the links shown in the menu and in the footer — each with a text and a URL. Whatever your website’s header and footer contain, this is the place to change it.
One version per language
Like pages, the header and the footer exist once per language. Switch languages with the tabs at the top. A Translate button in the default language translates the texts into all other languages — save the default language first, then translate.
Saving goes live immediately
There is no publish step here. When you save, the website updates right away — unlike pages, which only change for visitors when you publish. So double-check before you save.