How to display HeaderedItemsControl's Header?

As the documentation points out:

A HeaderedItemsControl has a limited default style. To create a HeaderedItemsControl with a custom appearance, create a new ControlTemplate.

So when you create that template make sure to include some ContentPresenter which is bound to the Header (e.g. using ContentSource)

e.g.

<HeaderedItemsControl.Template>
    <ControlTemplate TargetType="{x:Type HeaderedItemsControl}">
        <Border>
            <Grid>
                <Grid.RowDefinitions>
                    <RowDefinition Height="Auto" />
                    <RowDefinition Height="Auto" />
                    <RowDefinition />
                </Grid.RowDefinitions>
                <ContentPresenter ContentSource="Header" />
                <Separator Grid.Row="1" />
                <ItemsPresenter Grid.Row="2" />
            </Grid>
        </Border>                       
    </ControlTemplate>
</HeaderedItemsControl.Template>

(All the default bindings (Margin, Background, etc.) are omitted.)