Importing a header and footer from an existing docx file is possible. They reside inside the Section element as part of the document model. In order to do that you need first to import the docx containing the headers and footers you want, then remove the content of the sections which reside inside their Blocks collection, add whatever content you like, and finally export the docx.
To make things easier, I am attaching a sample project which does the abovementioned information. I hope this helps.
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