Yes, this is fully supported with all the options. The simplest way to find out how to do it is to launch APIMate from the Start menu. Then create a file in Excel with the header you want, open the file in APIMate and look at the generated code.
For your example, I got this code from APIMate:
var
HeadersAndFooters: THeaderAndFooter;
begin
xls.NewFile(1, TExcelFileFormat.v2016); //Create a new Excel file with 1 sheet.
//Set the names of the sheets
xls.ActiveSheet := 1;
xls.SheetName := 'Sheet1';
xls.ActiveSheet := 1; //Set the sheet we are working in.
//Global Workbook Options
xls.OptionsCheckCompatibility := false;
//Printer Settings
HeadersAndFooters := THeaderAndFooter.Create();
HeadersAndFooters.AlignMargins := true;
HeadersAndFooters.ScaleWithDoc := true;
HeadersAndFooters.DiffFirstPage := false;
HeadersAndFooters.DiffEvenPages := false;
HeadersAndFooters.DefaultHeader := '&R&P / &N';
HeadersAndFooters.DefaultFooter := '';
HeadersAndFooters.FirstHeader := '';
HeadersAndFooters.FirstFooter := '';
HeadersAndFooters.EvenHeader := '';
HeadersAndFooters.EvenFooter := '';
xls.SetPageHeaderAndFooter(HeadersAndFooters);
The main difference is that we use &L, &C and &R for left, center and right sections. So the text is &R&P..
If you wanted to write say a left and right header, you would write &LLetf header&RRightHeader