When you see something along the lines of:

Foo: things

This will generally be a HTTP Header. How you add that depends on your server/framework. (And will be well documented).

If you've only got a static site, then you can always fallback and use HTML to achieve the same thing with http-equiv, which gets added to the head element:

    <meta http-equiv="Foo" content="things" />

For example to redirect to /foo after 3 seconds:

    <meta http-equiv="Refresh" content="3; /foo" />

It's a little off the beaten track for most people, but the kind of knowledge a web developer can be expected to know, or know where to look in the documentation.

Hopefully that can help you in your future endeavours.

It's an HTTP header, so follow the documentation for your tooling for how to add custom HTTP headers.