There's an Apache POI Unit test that covers your very case - you're looking for TestXWPFHeader#testSetHeader(). It covers starting with a document with no headers or footers set, then adding them
Your code would basically be something like:
XWPFHeaderFooterPolicy policy = sampleDoc.getHeaderFooterPolicy();
if (policy.getDefaultHeader() == null && policy.getFirstPageHeader() == null
&& policy.getDefaultFooter() == null) {
// Need to create some new headers
// The easy way, gives a single empty paragraph
XWPFHeader headerD = policy.createHeader(policy.DEFAULT);
headerD.getParagraphs(0).createRun().setText("Hello Header World!");
// Or the full control way
CTP ctP1 = CTP.Factory.newInstance();
CTR ctR1 = ctP1.addNewR();
CTText t = ctR1.addNewT();
t.setStringValue("Paragraph in header");
XWPFParagraph p1 = new XWPFParagraph(ctP1, sampleDoc);
XWPFParagraph[] pars = new XWPFParagraph[1];
pars[0] = p1;
policy.createHeader(policy.FIRST, pars);
} else {
// Already has a header, change it
}
See the XWPFHeaderFooterPolicy JavaDocs for a bit more on creating headers and footers.
It isn't the nicest, so it could ideally use some kind soul submitting a patch to make it nicer (hint hint...!), but it can work as the unit tests show