HI Ronny,
There are two types of "Headers" and "Footers" in Numbers.
"Header rows", "Header columns" and "Footer rows" are rows at the top of a table, columns at the left of a table, and rows at the bottom of a table that have been defined as Header rows or columns or as Footer rows. These are controlled in the Table section of the Format inspector, shown in Wayne's post (and in Craig Coffin's later post). The three steppers control the number of rows or columns (up to 5 of each) defined as Header rows, Header columns and Footer rows.
These headers are rows and columns with special properties—Header rows and columns can be frozen in place so that the rest of the table slides behind them when you scroll the table; formulas in header or footer rows or header columns can reference their own column without that reference including the cell containing the formula (allowing calculation of SUM(B) in the cell at the bottom of column B, for example).
If you Hide these rows (using the "Hide selected row(s)" item in the Table menu, they are hidden from view on the screen and do not print when you print the page.
"Page headers" and "Page footers" (also known as 'running' headers and footers) are visible only when printing or in print view. These headers and footers cannot be removed, but their heights can be set to zero using the Print Setup inspector, visible only in Print View:

Default heights for the Page headers and footers is as shown (where inches are the unit chosen in System Preferences). Clicking the v can reduce the two settings to 0.
In the same section, you can also reduce the page margins to less than the default settings shown. Be aware that setting all margins to 0 may reduce print quality, or cause the program to try to print closer to the edge than the printer's capability allows.
Regards,
Barry