Header (also known as separator) allows to visually split checklist into parts or groups as presented on the screenshot below:

Add header/separator with a button

When adding a new item or editing an existing item there is an option to save text as a separator with the button:

 

Add header/separator without a button

When adding a new item, editing an existing item, using Editor or Checklist Text custom field, there is an option to add a separator by preceding the text with three dashes "---":


You can also use the multiple checklists feature to separate checklists even more.