I tried to publish on the Header position but it's not working. Why?

In the module position list, not all options are enabled by your template provider.

To see all available positions where you can publish this extension browse your site like :

http://www.domain.com/index.php?tp=1

Choose the one that works for you.

If you don't have the desired position, ask your designer / template provider to build it for you or see this article.