You can insert a ready-made header or footer by clicking the Insert tab and clicking Header or Footer in the Header & Footer group.
Depending on the type of document you're creating, you may want to include the filename, the date, or just the page number. The cardinal rule for headers and footers is 'The simpler, the better.' Most readers don't want a huge amount of information crammed into the top or bottom margins of the document they're reading - they just want to see the information that will help them (1) remember what they're reading (2) know who wrote it and when and (3) determine what page they're looking at. Whether you add a simple page number or go fancy by adding custom fields, you can use headers and footers to give your readers relevant information about the document. Headers and footers, done well, can add a lot to your document.