The Domino server doesn't send requests; I assume you want to know about setting header attributes in the page Domino sends in reply to a request.
If you really mean HTTP headers, Why might you need to set HTTP headers? may be of use.
If you just want to set HTML Headers (e.g., to add META tags to the <HEAD> section) use the HTML Header formula (look for it in the Object panel of the form design).
This was first published in July 2003