You can find "header and footer" in the drop-down menu of "View". As long as you don't enter numbers or words behind the cursor in the header and footer, there will be no display on WORD?

May I show you a photo? The first one is the arrow on the right. When I press the delete key at the cursor and get an arrow to the left, nothing? (This is the footer section)

The header section is different from the footer section. Just press the Delet key in the header, and then the arrow will go to the middle part of the header, and then it will be gone.