Links In Header

Can you tell me how this person was able to include links in his/her header?

Hello there,

You can achieve that one by going to Appearance > Menus from your dashboard (/wp-admin). Compose your menu. To display at the top right side, on “Menu Settings” section, enable “Primary” on “Display location” option.

Read this codex that’ll tell you about managing site menu.

https://codex.wordpress.org/WordPress_Menu_User_Guide

Regards,
Kharis