Hello,
I have checked your site and your header works normally. When i scroll down, the header be sticky like our demo. Here is the screenshot:
If your problem is place a menu in header, you can go to your admin dashboard, then go to Appearance > Menus. Now you can create a new menu or edit an exists menu (if you had imported our demo content before, you will have a menu there). And remember to set location to that menu at the bottom of page. Here is screenshot:
We also wrote about how to create or edit menu in our documentation, you can read more detail there.
Thank you