The header should be placed on the Master page ...then it will repeat on each page that uses that Master Page.
The formatting from Excel is not maintain when you copy and paste.
Thanks for the quick reply,
Is there any tutorial with screen shots that can I use to learn?
In the hierarchy view click on the Master Page. This will have a pink/purple checked border that shows the Content Area. This is teh area that all of the content form your pages will go. You can resize this area and add the Text that you want for you Header outside of this object.
See the screen shots below:
The red arrow shows the Content Area definition and the red circled objects show the objects that I added.
Now when we return to the Design View: