Hello konrad, and welcome to English Forums.
I associate a headline with a newspaper or magazine or other publication of that sort.
A heading, or header, is the used at the beginning of a section of text that is divided into groups.
For example, if I am writing a paper on the great rivers of the world, I might have one heading/header that says "The Nile" and another that says "The Mighty Mississippi" to show what that section will describe.