Hi there, HS Business thank you for submitting to our Ucraft Forum!
A Heading Page is not an actual page, but is a name for a group of pages, which show up through a dropdown menu, when accessing a certain pages' subpages.
You can try creating one, and you'll see that the page itself is not editable, you can only add subpages for it. You can create up to 3 one-level subpages, a Heading Page is mainly relevant for that purpose.
Hope the screenshot below will visualize the idea of a Heading Page acting like Header for its subpages.