You can customize the header links from Dashboard > Theme > Header
To add a leaderos page link to your header, you can choose a preset from the Page Type field.
Otherwise, you can add a custom link to your header by selecting the Custom Page option and declaring a title with a link to the redirecting page. Also, you can choose an icon from the icon picker.
Don't forget to save the changes after adding a new header link by clicking the "Save Changes" button.
You can drag and drop the header link that you want it to be on the dropdown section of the main Header link.