Headaches or cephalalgia is pain anywhere in the region of the head or neck. It can be a symptom of a number of different conditions of the head and neck. The brain tissue itself is not sensitive to pain because it lacks pain receptors. Rather, the pain is caused by disturbance of the pain-sensitive structures around the brain. Nine areas of the head and neck have these pain-sensitive structures, which are the cranium (the periosteum of the skull), muscles, nerves, arteries and veins, subcutaneous tissues, eyes, ears, sinuses and mucous membranes. (wikipedia.org)
There can be a number of reasons for headaches. They are usually due to a number of disturbances in your chakra energy which then present to you bodily (via the sinuses, teeth, eyes, ears, nose, blood vessels, blood pressure, tiredness, stress etc.) in the form of a headache. Yoga techniques and deep conscious breathing will help increase the intake of healing Prana (energy) into your body and so help to relieve any pain.